+24.4%
NEE vs TLN
+583.6%
-559.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -0.9% |
| 7D | +1.9% | +7.1% | -5.1% | +1.7% |
| 30D | -2.2% | -3.9% | +1.7% | -2.1% |
| 3M | -1.2% | -16.2% | +15.0% | -0.8% |
| 6M | -8.6% | -5.8% | -2.7% | -8.5% |
| YTD | +6.2% | -15.4% | +21.6% | +6.4% |
| 1Y | +21.1% | -16.7% | +37.8% | +21.3% |
| 3Y | +36.4% | +473.8% | -437.4% | +14.9% |
| All | +24.4% | +583.6% | -559.2% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling