+21.9%
NEE vs TEM
+61.6%
-39.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +1.9% | +0.9% | +1.0% | +1.9% |
| 30D | -2.2% | +38.4% | -40.5% | -2.6% |
| 3M | -1.2% | +23.7% | -24.8% | -1.6% |
| 6M | -8.6% | +26.0% | -34.5% | -9.1% |
| YTD | +6.2% | +9.4% | -3.2% | +5.8% |
| 1Y | +21.1% | -17.3% | +38.4% | +21.2% |
| All | +21.9% | +61.6% | -39.6% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling