-74.7%
NKE vs TXG
-62.8%
-11.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.1% |
| 7D | -4.2% | +9.5% | -13.6% | -5.7% |
| 30D | -8.2% | +18.8% | -27.0% | -11.2% |
| 3M | -19.1% | +136.1% | -155.2% | -32.1% |
| 6M | -32.6% | +235.2% | -267.9% | -47.7% |
| YTD | -40.7% | +320.5% | -361.3% | -56.3% |
| 1Y | -48.9% | +425.2% | -474.1% | -64.7% |
| 3Y | -59.2% | +42.9% | -102.1% | -65.6% |
| All | -74.7% | -62.8% | -11.9% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling