+20.5%
NEE vs TEM
+46.9%
-26.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | -0.2% |
| 7D | -1.9% | -9.2% | +7.2% | -1.8% |
| 30D | -3.1% | +5.5% | -8.6% | -3.2% |
| 3M | -2.4% | +18.7% | -21.1% | -2.8% |
| 6M | -8.6% | +15.4% | -24.0% | -9.0% |
| YTD | +4.9% | -0.5% | +5.5% | +4.7% |
| 1Y | +19.4% | -24.8% | +44.2% | +19.6% |
| All | +20.5% | +46.9% | -26.4% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling