+284.2%
NEE vs TSN
+14.5%
+269.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | +8.6% | +8.5% | +0.1% | +6.8% |
| 3M | -0.3% | +5.3% | -5.6% | -1.5% |
| 6M | -8.9% | -10.5% | +1.6% | -7.0% |
| YTD | +8.3% | +3.0% | +5.4% | +7.0% |
| 1Y | +4.3% | +12.1% | -7.9% | +0.9% |
| 3Y | +70.7% | +43.1% | +27.6% | +56.6% |
| 5Y | +12.8% | -15.1% | +27.9% | +13.2% |
| All | +284.2% | +14.5% | +269.7% | +255.1% |
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