+1,002.0%
NEE vs TMF
-68.9%
+1,070.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +1.9% | -1.4% | +3.4% | +2.0% |
| 30D | -2.2% | -2.8% | +0.7% | -2.1% |
| 3M | -1.2% | -10.9% | +9.7% | -1.1% |
| 6M | -8.6% | -21.3% | +12.8% | -8.4% |
| YTD | +6.2% | -15.9% | +22.1% | +6.3% |
| 1Y | +21.1% | -15.7% | +36.8% | +21.3% |
| 3Y | +36.4% | -43.4% | +79.8% | +36.3% |
| 5Y | +11.4% | -87.8% | +99.1% | +6.3% |
| 10Y | +250.0% | -86.7% | +336.7% | +234.0% |
| All | +1,002.0% | -68.9% | +1,070.8% | +1,117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling