+233.1%
NEE vs TTD
+385.9%
-152.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.9% | -7.4% | +5.5% | -1.5% |
| 30D | -3.1% | +3.0% | -6.1% | -3.3% |
| 3M | -2.4% | -27.6% | +25.2% | -0.9% |
| 6M | -8.6% | -49.5% | +40.9% | -5.4% |
| YTD | +4.9% | -63.2% | +68.1% | +10.5% |
| 1Y | +19.4% | -69.7% | +89.1% | +27.2% |
| 3Y | +34.9% | -83.3% | +118.2% | +44.5% |
| 5Y | +11.0% | -80.8% | +91.8% | +13.2% |
| All | +233.1% | +385.9% | -152.8% | +187.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling