+7,238.0%
NEE vs TFC
+2,596.5%
+4,641.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +1.9% | +2.4% | -0.5% | +1.5% |
| 30D | -2.2% | -1.3% | -0.9% | -1.9% |
| 3M | -1.2% | +6.1% | -7.2% | -2.3% |
| 6M | -8.6% | +7.3% | -15.9% | -9.9% |
| YTD | +6.2% | +8.2% | -2.0% | +4.3% |
| 1Y | +21.1% | +14.4% | +6.7% | +17.7% |
| 3Y | +36.4% | +93.7% | -57.3% | +19.0% |
| 5Y | +11.4% | +16.4% | -5.0% | +4.2% |
| 10Y | +250.0% | +101.6% | +148.4% | +183.3% |
| All | +7,238.0% | +2,596.5% | +4,641.5% | +4,318.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling