+11.3%
NEE vs TDG
+126.1%
-114.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -1.3% | -1.9% | +0.5% | -1.0% |
| 30D | -3.3% | -7.7% | +4.4% | -1.8% |
| 3M | -2.3% | -9.3% | +7.1% | -0.5% |
| 6M | -8.9% | -9.4% | +0.5% | -7.5% |
| YTD | +4.8% | -14.3% | +19.0% | +7.1% |
| 1Y | +18.7% | -11.8% | +30.6% | +20.4% |
| 3Y | +33.2% | +52.0% | -18.7% | +10.8% |
| All | +11.3% | +126.1% | -114.8% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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