-47.4%
NKE vs TXG
+372.5%
-419.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.0% | +1.8% | -3.8% | -2.1% |
| 30D | -8.6% | +32.0% | -40.6% | -10.2% |
| 3M | -11.0% | +87.0% | -98.0% | -15.4% |
| 6M | -33.2% | +180.1% | -213.3% | -38.6% |
| YTD | -38.1% | +284.1% | -322.3% | -43.7% |
| 1Y | -47.4% | +361.7% | -409.0% | -52.9% |
| All | -47.4% | +372.5% | -419.8% | -52.9% |
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