+10.9%
NEE vs TPR
+230.0%
-219.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.8% |
| 7D | +1.1% | -3.4% | +4.5% | +1.4% |
| 30D | -0.2% | -27.3% | +27.1% | +2.7% |
| 3M | +0.5% | -16.2% | +16.8% | +1.9% |
| 6M | -6.5% | -17.9% | +11.4% | -5.2% |
| YTD | +6.7% | -7.1% | +13.8% | +6.5% |
| 1Y | +23.6% | +13.6% | +10.0% | +20.4% |
| 3Y | +37.1% | +293.7% | -256.6% | +11.8% |
| 5Y | +10.9% | +239.1% | -228.2% | -10.3% |
| All | +10.9% | +230.0% | -219.0% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling