+125.1%
TLT vs NKE
+718.0%
-592.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -3.1% | -1.6% | -1.5% | -3.2% |
| 30D | +1.0% | +7.6% | -6.6% | +1.7% |
| 3M | -2.7% | -6.9% | +4.2% | -3.3% |
| 6M | -4.1% | -8.5% | +4.4% | -4.7% |
| YTD | -5.4% | -38.8% | +33.4% | -9.0% |
| 1Y | -7.0% | -40.6% | +33.6% | -10.8% |
| 3Y | +2.8% | -60.9% | +63.7% | -4.5% |
| 5Y | -35.4% | -75.4% | +40.0% | -43.1% |
| 10Y | -13.1% | -13.5% | +0.3% | -5.0% |
| All | +125.1% | +718.0% | -592.9% | +251.0% |
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 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