+245.4%
NEE vs TT
+899.5%
-654.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.1% | +1.6% | -0.5% | +0.6% |
| 30D | -0.2% | -7.3% | +7.1% | +2.0% |
| 3M | +0.5% | -2.6% | +3.1% | +0.8% |
| 6M | -6.5% | +5.9% | -12.4% | -8.8% |
| YTD | +6.7% | +15.4% | -8.7% | +1.1% |
| 1Y | +23.6% | +8.2% | +15.4% | +19.2% |
| 3Y | +37.1% | +122.7% | -85.5% | +1.3% |
| 5Y | +10.9% | +145.0% | -134.0% | -22.5% |
| 10Y | +245.4% | +893.7% | -648.4% | +71.1% |
| All | +245.4% | +899.5% | -654.2% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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