+37.1%
NEE vs TTD
-83.4%
+120.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.5% |
| 7D | +1.1% | +1.7% | -0.7% | +1.1% |
| 30D | -0.2% | +1.6% | -1.8% | -0.2% |
| 3M | +0.5% | -27.8% | +28.4% | +0.4% |
| 6M | -6.5% | -52.1% | +45.6% | -6.4% |
| YTD | +6.7% | -63.1% | +69.8% | +7.3% |
| 1Y | +23.6% | -73.1% | +96.7% | +25.0% |
| 3Y | +37.1% | -83.3% | +120.4% | +27.5% |
| All | +37.1% | -83.4% | +120.5% | +27.5% |
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