+277.6%
TSM vs NKE
-75.6%
+353.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.1% |
| 7D | +2.6% | -5.5% | +8.2% | +4.3% |
| 30D | +1.4% | -10.4% | +11.8% | +4.4% |
| 3M | +5.0% | -15.8% | +20.8% | +9.5% |
| 6M | +24.0% | -33.4% | +57.4% | +38.1% |
| YTD | +41.6% | -41.0% | +82.6% | +63.3% |
| 1Y | +66.2% | -49.1% | +115.2% | +99.9% |
| 3Y | +398.2% | -59.8% | +458.0% | +508.2% |
| 5Y | +277.6% | -75.5% | +353.1% | +455.0% |
| All | +277.6% | -75.6% | +353.2% | +455.0% |
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 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