+1,179.0%
NEE vs TNA
+990.0%
+189.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +1.1% | +4.1% | -3.0% | +0.5% |
| 30D | -0.2% | -7.6% | +7.4% | +0.8% |
| 3M | +0.5% | +8.1% | -7.5% | -0.9% |
| 6M | -6.5% | +49.0% | -55.5% | -12.3% |
| YTD | +6.7% | +51.7% | -45.0% | -0.6% |
| 1Y | +23.6% | +59.6% | -36.0% | +13.6% |
| 3Y | +37.1% | +118.9% | -81.8% | +13.8% |
| 5Y | +10.9% | -19.2% | +30.1% | -0.6% |
| 10Y | +245.4% | +77.2% | +168.1% | +135.2% |
| All | +1,179.0% | +990.0% | +189.0% | +401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling