+131.2%
TLT vs NKE
+726.8%
-595.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.1% |
| 7D | -0.4% | -2.0% | +1.6% | -0.6% |
| 30D | -0.6% | -8.6% | +8.0% | -1.3% |
| 3M | -2.7% | -11.0% | +8.3% | -3.6% |
| 6M | -5.6% | -33.2% | +27.6% | -8.7% |
| YTD | -2.8% | -38.1% | +35.4% | -6.5% |
| 1Y | -1.4% | -47.4% | +45.9% | -6.4% |
| 3Y | -1.6% | -59.8% | +58.2% | -8.3% |
| 5Y | -33.8% | -74.2% | +40.4% | -41.3% |
| 10Y | -21.1% | -23.5% | +2.3% | -15.4% |
| All | +131.2% | +726.8% | -595.6% | +260.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling