+245.4%
NEE vs TSN
-5.9%
+251.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.5% |
| 7D | -1.9% | +1.4% | -3.3% | -2.2% |
| 30D | -3.1% | -6.2% | +3.0% | -1.9% |
| 3M | -2.4% | -5.7% | +3.2% | -1.5% |
| 6M | -8.6% | -11.4% | +2.8% | -6.7% |
| YTD | +4.9% | -8.2% | +13.1% | +6.1% |
| 1Y | +19.4% | -2.0% | +21.4% | +18.8% |
| 3Y | +34.9% | +11.9% | +23.0% | +30.1% |
| 5Y | +11.0% | -17.8% | +28.8% | +12.3% |
| All | +245.4% | -5.9% | +251.3% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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