+11.4%
NEE vs TTD
-72.7%
+84.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +5.0% |
| 7D | +9.2% | +3.7% | +5.5% | +9.4% |
| 30D | +16.0% | +10.4% | +5.5% | +16.6% |
| 3M | +2.2% | -31.6% | +33.8% | -0.6% |
| 6M | -6.0% | -45.1% | +39.1% | -10.2% |
| YTD | +12.6% | -65.1% | +77.7% | +5.4% |
| 1Y | +11.4% | -72.0% | +83.4% | +1.9% |
| All | +11.4% | -72.7% | +84.0% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling