+15.7%
NEE vs TSLQ
-97.2%
+112.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.2% |
| 7D | -1.3% | -6.6% | +5.3% | -1.5% |
| 30D | -3.3% | -24.3% | +21.0% | -3.7% |
| 3M | -2.3% | -3.6% | +1.4% | -2.1% |
| 6M | -8.9% | -12.0% | +3.1% | -8.6% |
| YTD | +4.8% | +1.4% | +3.4% | +5.5% |
| 1Y | +18.7% | -43.6% | +62.3% | +18.6% |
| 3Y | +33.2% | -95.4% | +128.6% | +30.6% |
| All | +15.7% | -97.2% | +112.9% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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