+13,634.3%
TSM vs NKE
+725.5%
+12,908.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.2% |
| 7D | +2.7% | -2.0% | +4.7% | +3.5% |
| 30D | +3.6% | -8.6% | +12.2% | +6.9% |
| 3M | -3.4% | -11.0% | +7.7% | +0.1% |
| 6M | +20.6% | -33.2% | +53.8% | +38.8% |
| YTD | +41.9% | -38.1% | +80.0% | +67.6% |
| 1Y | +84.4% | -47.4% | +131.7% | +130.2% |
| 3Y | +380.2% | -59.8% | +440.0% | +531.0% |
| 5Y | +275.3% | -74.2% | +349.6% | +482.4% |
| 10Y | +1,751.4% | -23.5% | +1,774.8% | +1,630.9% |
| All | +13,634.3% | +725.5% | +12,908.8% | +5,286.6% |
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