+25.0%
NEE vs TLN
+602.5%
-577.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.4% |
| 7D | +1.1% | +10.9% | -9.8% | +0.7% |
| 30D | -0.2% | -6.3% | +6.1% | -0.1% |
| 3M | +0.5% | -10.7% | +11.2% | +0.8% |
| 6M | -6.5% | +1.6% | -8.2% | -6.7% |
| YTD | +6.7% | -13.1% | +19.8% | +6.8% |
| 1Y | +23.6% | -15.1% | +38.7% | +23.7% |
| 3Y | +37.1% | +495.0% | -457.9% | +15.4% |
| All | +25.0% | +602.5% | -577.5% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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