+865.6%
NEE vs TEL
+707.2%
+158.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -1.9% | -2.3% | +0.4% | -1.3% |
| 30D | -3.1% | -6.1% | +2.9% | -1.5% |
| 3M | -2.4% | +1.7% | -4.1% | -3.3% |
| 6M | -8.6% | +1.6% | -10.2% | -10.0% |
| YTD | +4.9% | -9.1% | +14.0% | +6.2% |
| 1Y | +19.4% | -1.7% | +21.0% | +17.6% |
| 3Y | +34.9% | +67.3% | -32.5% | +10.6% |
| 5Y | +11.0% | +52.1% | -41.1% | -7.5% |
| 10Y | +252.3% | +299.3% | -47.0% | +108.8% |
| All | +865.6% | +707.2% | +158.5% | +284.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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