+10.1%
NEE vs TRMB
-39.0%
+49.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.0% |
| 7D | -0.5% | -2.9% | +2.4% | -0.1% |
| 30D | -1.7% | -1.8% | +0.1% | -1.5% |
| 3M | -1.8% | +8.4% | -10.2% | -3.4% |
| 6M | -8.8% | -18.5% | +9.7% | -6.0% |
| YTD | +5.2% | -26.7% | +31.9% | +10.5% |
| 1Y | +21.3% | -28.3% | +49.6% | +27.7% |
| 3Y | +35.2% | +12.6% | +22.6% | +24.1% |
| 5Y | +10.1% | -38.7% | +48.8% | +16.3% |
| All | +10.1% | -39.0% | +49.1% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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