+7,238.0%
NEE vs TT
+16,138.6%
-8,900.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.9% |
| 7D | +1.9% | -0.2% | +2.2% | +2.0% |
| 30D | -2.2% | -7.4% | +5.2% | -0.7% |
| 3M | -1.2% | -3.2% | +2.0% | -0.8% |
| 6M | -8.6% | +1.1% | -9.7% | -9.1% |
| YTD | +6.2% | +15.6% | -9.4% | +2.7% |
| 1Y | +21.1% | +9.2% | +11.9% | +18.2% |
| 3Y | +36.4% | +124.4% | -88.0% | +14.1% |
| 5Y | +11.4% | +138.0% | -126.6% | -8.6% |
| 10Y | +250.0% | +886.4% | -636.4% | +119.1% |
| All | +7,238.0% | +16,138.6% | -8,900.7% | +2,877.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling