+11.3%
NEE vs TNA
-23.3%
+34.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | -1.3% | -7.3% | +5.9% | -0.4% |
| 30D | -3.3% | -14.2% | +10.8% | -1.5% |
| 3M | -2.3% | -4.6% | +2.3% | -1.9% |
| 6M | -8.9% | +36.9% | -45.8% | -13.5% |
| YTD | +4.8% | +42.5% | -37.8% | -1.6% |
| 1Y | +18.7% | +45.8% | -27.0% | +10.5% |
| 3Y | +33.2% | +104.7% | -71.4% | +9.3% |
| All | +11.3% | -23.3% | +34.6% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling