-48.9%
NKE vs TXG
+453.6%
-502.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.3% |
| 7D | -4.2% | +9.5% | -13.6% | -4.7% |
| 30D | -8.2% | +18.8% | -27.0% | -9.3% |
| 3M | -19.1% | +136.1% | -155.2% | -24.5% |
| 6M | -32.6% | +235.2% | -267.9% | -39.0% |
| YTD | -40.7% | +320.5% | -361.3% | -46.7% |
| 1Y | -48.9% | +425.2% | -474.1% | -55.3% |
| All | -48.9% | +453.6% | -502.5% | -55.3% |
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