+33.2%
NEE vs TMO
+19.5%
+13.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | -3.3% | +1.1% | -4.5% | -3.5% |
| 3M | -2.3% | +28.3% | -30.6% | -5.5% |
| 6M | -8.9% | +23.3% | -32.1% | -11.9% |
| YTD | +4.8% | +5.5% | -0.7% | +4.2% |
| 1Y | +18.7% | +24.5% | -5.8% | +13.8% |
| 3Y | +33.2% | +19.6% | +13.7% | +30.4% |
| All | +33.2% | +19.5% | +13.8% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 3y: compounded portfolio wealth divided by compounded TMO 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…
3y analysis · Full analysis span regression · 6 months rolling