+1,962.8%
NEE vs TCOM
+2,694.8%
-732.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | +1.9% | -9.5% | +11.5% | +2.7% |
| 30D | -2.2% | -10.7% | +8.6% | -1.3% |
| 3M | -1.2% | -14.6% | +13.5% | -0.1% |
| 6M | -8.6% | -19.3% | +10.8% | -7.2% |
| YTD | +6.2% | -42.9% | +49.1% | +10.5% |
| 1Y | +21.1% | -43.8% | +64.9% | +26.1% |
| 3Y | +36.4% | +2.1% | +34.3% | +33.3% |
| 5Y | +11.4% | +31.2% | -19.9% | +3.7% |
| 10Y | +250.0% | -13.9% | +263.9% | +226.2% |
| All | +1,962.8% | +2,694.8% | -732.0% | +1,215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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