+244.8%
NEE vs TNA
+86.1%
+158.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | -1.3% | -7.3% | +5.9% | -0.3% |
| 30D | -3.3% | -14.2% | +10.8% | -1.3% |
| 3M | -2.3% | -4.6% | +2.3% | -1.9% |
| 6M | -8.9% | +36.9% | -45.8% | -13.7% |
| YTD | +4.8% | +42.5% | -37.8% | -1.9% |
| 1Y | +18.7% | +45.8% | -27.0% | +10.1% |
| 3Y | +33.2% | +104.7% | -71.4% | +10.2% |
| 5Y | +10.9% | -21.7% | +32.6% | -1.3% |
| All | +244.8% | +86.1% | +158.8% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling