-5.6%
TLT vs NKE
-33.0%
+27.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | +0.5% |
| 7D | +1.0% | +9.0% | -8.0% | +0.4% |
| 30D | +6.0% | +19.2% | -13.2% | +4.9% |
| 3M | -0.9% | -1.5% | +0.6% | -1.1% |
| 6M | -2.3% | -4.2% | +1.9% | -2.4% |
| YTD | -3.3% | -34.8% | +31.5% | -2.9% |
| 1Y | -5.6% | -31.7% | +26.1% | -5.0% |
| All | -5.6% | -33.0% | +27.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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