+23.6%
NEE vs TMF
-21.2%
+44.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.1% | +1.0% | +0.1% | +1.0% |
| 30D | -0.2% | -1.8% | +1.6% | 0.0% |
| 3M | +0.5% | -8.2% | +8.8% | +1.7% |
| 6M | -6.5% | -19.5% | +13.0% | -3.9% |
| YTD | +6.7% | -16.0% | +22.7% | +9.5% |
| 1Y | +23.6% | -22.5% | +46.1% | +28.7% |
| All | +23.6% | -21.2% | +44.8% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling