+8,623.8%
NEE vs TRMB
+3,381.2%
+5,242.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | +1.9% | -2.5% | +4.5% | +2.1% |
| 30D | -2.2% | +1.5% | -3.7% | -2.3% |
| 3M | -1.2% | +6.8% | -7.9% | -1.7% |
| 6M | -8.6% | -14.9% | +6.4% | -7.7% |
| YTD | +6.2% | -24.1% | +30.3% | +7.9% |
| 1Y | +21.1% | -25.4% | +46.5% | +23.1% |
| 3Y | +36.4% | +8.0% | +28.4% | +34.2% |
| 5Y | +11.4% | -37.3% | +48.7% | +13.0% |
| 10Y | +250.0% | +116.8% | +133.2% | +226.9% |
| All | +8,623.8% | +3,381.2% | +5,242.6% | +6,729.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling