+15.9%
NEE vs TSLQ
-97.2%
+113.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -0.2% |
| 7D | -1.9% | +5.7% | -7.6% | -1.8% |
| 30D | -3.1% | -21.1% | +18.0% | -3.5% |
| 3M | -2.4% | -11.5% | +9.1% | -2.4% |
| 6M | -8.6% | -14.9% | +6.3% | -8.4% |
| YTD | +4.9% | +2.4% | +2.5% | +5.7% |
| 1Y | +19.4% | -49.8% | +69.2% | +19.0% |
| 3Y | +34.9% | -95.8% | +130.7% | +31.1% |
| All | +15.9% | -97.2% | +113.0% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling