+59.6%
TXN vs NKE
-75.0%
+134.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.7% |
| 7D | +4.0% | -4.2% | +8.1% | +5.3% |
| 30D | -2.9% | -8.2% | +5.3% | -0.5% |
| 3M | -9.1% | -19.1% | +10.0% | -3.5% |
| 6M | +36.6% | -32.6% | +69.3% | +53.0% |
| YTD | +57.5% | -40.7% | +98.2% | +84.0% |
| 1Y | +49.5% | -48.9% | +98.4% | +83.2% |
| 3Y | +76.5% | -59.2% | +135.8% | +119.9% |
| All | +59.6% | -75.0% | +134.6% | +142.7% |
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