+7,401.6%
NEE vs TFC
+2,504.6%
+4,897.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 3M | +0.2% | -4.3% | +4.5% | +0.9% |
| 6M | -8.5% | +5.4% | -13.9% | -9.5% |
| YTD | +8.6% | +4.5% | +4.0% | +7.3% |
| 1Y | +2.2% | +14.0% | -11.8% | -0.6% |
| 3Y | +69.1% | +93.4% | -24.3% | +47.6% |
| 5Y | +13.0% | +0.5% | +12.6% | +8.7% |
| 10Y | +288.0% | +77.7% | +210.3% | +221.2% |
| All | +7,401.6% | +2,504.6% | +4,897.0% | +4,444.6% |
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