+84.4%
TSM vs NKE
-46.9%
+131.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +2.9% |
| 7D | +2.7% | -2.0% | +4.7% | +2.9% |
| 30D | +3.6% | -8.6% | +12.2% | +4.4% |
| 3M | -3.4% | -11.0% | +7.7% | -2.2% |
| 6M | +20.6% | -33.2% | +53.8% | +26.8% |
| YTD | +41.9% | -38.1% | +80.0% | +50.6% |
| 1Y | +84.4% | -47.4% | +131.7% | +108.4% |
| All | +84.4% | -46.9% | +131.3% | +108.4% |
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