-35.1%
TLT vs NKE
-75.6%
+40.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.1% |
| 7D | -1.6% | -5.5% | +4.0% | -1.3% |
| 30D | -1.3% | -10.4% | +9.1% | -0.8% |
| 3M | -3.7% | -15.8% | +12.1% | -3.0% |
| 6M | -6.4% | -33.4% | +27.1% | -4.7% |
| YTD | -4.5% | -41.0% | +36.5% | -2.3% |
| 1Y | -5.9% | -49.1% | +43.2% | -3.1% |
| 3Y | -2.8% | -59.8% | +57.0% | +0.8% |
| 5Y | -35.1% | -75.5% | +40.4% | -32.9% |
| All | -35.1% | -75.6% | +40.5% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling