+407.0%
TSM vs NKE
-59.3%
+466.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.5% |
| 7D | +4.8% | -2.3% | +7.1% | +5.1% |
| 30D | +4.0% | -10.4% | +14.4% | +5.7% |
| 3M | +2.0% | -15.5% | +17.4% | +4.4% |
| 6M | +25.5% | -32.6% | +58.1% | +33.3% |
| YTD | +44.0% | -39.8% | +83.8% | +55.8% |
| 1Y | +75.4% | -47.6% | +123.0% | +94.2% |
| All | +407.0% | -59.3% | +466.2% | +415.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling