-31.7%
NKE vs TXG
+406.9%
-438.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.4% | +1.8% | +5.2% |
| 7D | +9.0% | -19.3% | +28.2% | +9.3% |
| 30D | +19.2% | -30.9% | +50.1% | +20.2% |
| 3M | -1.5% | +41.1% | -42.5% | -4.1% |
| 6M | -4.2% | +211.9% | -216.1% | -12.0% |
| YTD | -34.8% | +314.0% | -348.7% | -39.4% |
| 1Y | -31.7% | +405.4% | -437.1% | -35.2% |
| All | -31.7% | +406.9% | -438.6% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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