+6,112.4%
NKE vs TXT
+2,083.0%
+4,029.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -0.1% | -0.2% | +0.2% | 0.0% |
| 30D | -7.7% | -11.1% | +3.4% | -4.4% |
| 3M | -10.9% | -13.0% | +2.1% | -7.5% |
| 6M | -31.9% | -16.2% | -15.7% | -28.6% |
| YTD | -38.6% | -8.7% | -29.9% | -37.4% |
| 1Y | -46.9% | -3.8% | -43.1% | -46.8% |
| 3Y | -58.2% | +5.5% | -63.7% | -59.6% |
| 5Y | -74.0% | +12.3% | -86.3% | -75.4% |
| 10Y | -21.6% | +97.4% | -119.0% | -40.5% |
| All | +6,112.4% | +2,083.0% | +4,029.4% | +1,194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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