+244.8%
NEE vs TKO
+989.7%
-744.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -1.3% | +2.3% | -3.7% | -1.6% |
| 30D | -3.3% | -2.5% | -0.8% | -3.1% |
| 3M | -2.3% | -10.6% | +8.3% | -1.3% |
| 6M | -8.9% | -5.1% | -3.8% | -8.6% |
| YTD | +4.8% | -8.2% | +13.0% | +5.2% |
| 1Y | +18.7% | -4.4% | +23.2% | +18.6% |
| 3Y | +33.2% | +100.4% | -67.1% | +21.2% |
| 5Y | +10.9% | +294.3% | -283.4% | -7.5% |
| All | +244.8% | +989.7% | -744.8% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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