+17.8%
NEE vs TSLQ
-97.3%
+115.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.0% | +8.4% | +0.3% |
| 7D | +1.1% | -8.6% | +9.7% | +1.0% |
| 30D | -0.2% | -24.9% | +24.7% | -0.6% |
| 3M | +0.5% | -1.5% | +2.1% | +0.8% |
| 6M | -6.5% | -18.1% | +11.5% | -6.4% |
| YTD | +6.7% | -0.1% | +6.8% | +7.4% |
| 1Y | +23.6% | -51.4% | +75.0% | +23.1% |
| 3Y | +37.1% | -95.9% | +133.1% | +33.2% |
| All | +17.8% | -97.3% | +115.1% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling