+282.3%
NEE vs TPR
+391.0%
-108.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +3.9% | +14.2% | -10.3% | +2.2% |
| 30D | +12.8% | +17.1% | -4.3% | +10.6% |
| 3M | +3.6% | -17.7% | +21.3% | +5.6% |
| 6M | -7.5% | -10.2% | +2.7% | -6.9% |
| YTD | +10.7% | +4.9% | +5.8% | +8.9% |
| 1Y | +9.1% | +36.1% | -27.0% | +3.7% |
| 3Y | +61.0% | +416.5% | -355.5% | +25.2% |
| 5Y | +16.3% | +254.8% | -238.5% | -6.9% |
| All | +282.3% | +391.0% | -108.8% | +142.4% |
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