+7,386.6%
NEE vs TFC
+2,536.2%
+4,850.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -2.1% | +2.3% | -4.4% | -2.5% |
| 30D | +8.6% | +10.8% | -2.2% | +6.6% |
| 3M | -0.3% | -3.8% | +3.5% | +0.4% |
| 6M | -8.9% | +9.6% | -18.5% | -10.5% |
| YTD | +8.3% | +5.8% | +2.6% | +6.8% |
| 1Y | +4.3% | +16.2% | -11.9% | +1.1% |
| 3Y | +70.7% | +96.0% | -25.2% | +48.7% |
| 5Y | +12.8% | +1.7% | +11.1% | +8.2% |
| 10Y | +287.2% | +79.9% | +207.4% | +219.8% |
| All | +7,386.6% | +2,536.2% | +4,850.4% | +4,425.7% |
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