+71.0%
NEE vs TTD
-75.0%
+146.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -0.7% |
| 7D | +2.3% | +19.9% | -17.6% | +2.3% |
| 30D | +11.5% | +27.6% | -16.2% | +11.5% |
| 3M | +2.6% | +15.2% | -12.5% | +2.6% |
| 6M | -6.0% | -33.2% | +27.2% | -6.1% |
| YTD | +9.8% | -59.4% | +69.2% | +10.5% |
| 1Y | +4.7% | -64.4% | +69.0% | +5.7% |
| 3Y | +71.0% | -75.9% | +146.9% | +55.2% |
| All | +71.0% | -75.0% | +146.0% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling