-31.7%
NKE vs TW
+20.8%
-52.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +5.2% |
| 7D | +9.0% | +6.0% | +3.0% | +8.7% |
| 30D | +19.2% | +18.6% | +0.7% | +18.3% |
| 3M | -1.5% | +26.5% | -28.0% | -2.3% |
| 6M | -4.2% | +13.1% | -17.3% | -5.4% |
| YTD | -34.8% | +18.5% | -53.3% | -35.3% |
| 1Y | -31.7% | +21.7% | -53.4% | -31.8% |
| All | -31.7% | +20.8% | -52.5% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling