+70.7%
NEE vs TSEM
+547.1%
-476.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | -0.1% |
| 7D | -2.1% | +7.0% | -9.1% | -2.2% |
| 30D | +8.6% | -29.8% | +38.4% | +9.3% |
| 3M | -0.3% | -41.9% | +41.6% | +0.8% |
| 6M | -8.9% | -45.8% | +36.8% | -8.0% |
| YTD | +8.3% | +25.1% | -16.8% | +6.2% |
| 1Y | +4.3% | +48.2% | -44.0% | +1.4% |
| 3Y | +70.7% | +476.5% | -405.8% | +36.6% |
| All | +70.7% | +547.1% | -476.4% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 3y: compounded portfolio wealth divided by compounded TSEM 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…
3y analysis · Full analysis span regression · 6 months rolling