+284.2%
NEE vs TFC
+79.2%
+205.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -2.1% | +2.3% | -4.4% | -2.6% |
| 30D | +8.6% | +10.8% | -2.2% | +6.3% |
| 3M | -0.3% | -3.8% | +3.5% | +0.5% |
| 6M | -8.9% | +9.6% | -18.5% | -10.8% |
| YTD | +8.3% | +5.8% | +2.6% | +6.5% |
| 1Y | +4.3% | +16.2% | -11.9% | +0.4% |
| 3Y | +70.7% | +96.0% | -25.2% | +43.6% |
| 5Y | +12.8% | +1.7% | +11.1% | +7.3% |
| All | +284.2% | +79.2% | +205.0% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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