+244.8%
NEE vs TPR
+327.7%
-82.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -0.4% |
| 7D | -1.3% | -3.0% | +1.6% | -1.0% |
| 30D | -3.3% | -22.6% | +19.3% | -0.5% |
| 3M | -2.3% | -18.2% | +15.9% | -0.3% |
| 6M | -8.9% | -18.0% | +9.1% | -7.3% |
| YTD | +4.8% | -6.4% | +11.2% | +4.6% |
| 1Y | +18.7% | +12.3% | +6.4% | +15.5% |
| 3Y | +33.2% | +298.7% | -265.4% | +7.1% |
| 5Y | +10.9% | +232.5% | -221.7% | -10.7% |
| All | +244.8% | +327.7% | -82.9% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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