-51.8%
NKE vs TW
+209.8%
-261.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -5.5% | -2.7% | -2.8% | -4.8% |
| 30D | -10.4% | -1.7% | -8.7% | -10.0% |
| 3M | -15.8% | +1.6% | -17.4% | -16.6% |
| 6M | -33.4% | -17.7% | -15.7% | -30.1% |
| YTD | -41.0% | -4.3% | -36.7% | -41.1% |
| 1Y | -49.1% | -13.1% | -35.9% | -47.7% |
| 3Y | -59.8% | +20.3% | -80.1% | -65.0% |
| 5Y | -75.5% | +22.0% | -97.4% | -79.3% |
| All | -51.8% | +209.8% | -261.7% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling