+10.1%
NEE vs TFC
+14.8%
-4.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -0.5% | -1.3% | +0.8% | -0.3% |
| 30D | -1.7% | -2.3% | +0.7% | -1.3% |
| 3M | -1.8% | +2.5% | -4.3% | -2.4% |
| 6M | -8.8% | +9.5% | -18.3% | -10.4% |
| YTD | +5.2% | +5.1% | +0.1% | +3.9% |
| 1Y | +21.3% | +15.5% | +5.9% | +17.8% |
| 3Y | +35.2% | +95.2% | -60.0% | +16.7% |
| 5Y | +10.1% | +14.5% | -4.3% | +1.7% |
| All | +10.1% | +14.8% | -4.6% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling