+285.0%
NEE vs TFC
+77.1%
+207.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +9.0% | +8.6% | +0.4% | +7.1% |
| 3M | +0.2% | -4.3% | +4.5% | +1.1% |
| 6M | -8.5% | +5.4% | -13.9% | -9.7% |
| YTD | +8.6% | +4.5% | +4.0% | +7.0% |
| 1Y | +2.2% | +14.0% | -11.8% | -1.2% |
| 3Y | +69.1% | +93.4% | -24.3% | +42.6% |
| 5Y | +13.0% | +0.5% | +12.6% | +7.8% |
| All | +285.0% | +77.1% | +207.9% | +208.3% |
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