+3,407.5%
NEE vs TDY
+6,969.6%
-3,562.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.9% | -1.9% | -0.1% | -1.6% |
| 30D | -3.1% | -12.5% | +9.4% | -1.0% |
| 3M | -2.4% | -0.8% | -1.6% | -2.4% |
| 6M | -8.6% | -9.0% | +0.4% | -7.4% |
| YTD | +4.9% | +16.8% | -11.9% | +1.8% |
| 1Y | +19.4% | +9.5% | +9.9% | +17.0% |
| 3Y | +34.9% | +45.4% | -10.6% | +25.4% |
| 5Y | +11.0% | +37.8% | -26.8% | +3.8% |
| 10Y | +252.3% | +470.2% | -217.9% | +164.3% |
| All | +3,407.5% | +6,969.6% | -3,562.1% | +1,975.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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