+10.9%
NEE vs TTD
-81.3%
+92.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.6% |
| 7D | +1.1% | +1.7% | -0.7% | +1.0% |
| 30D | -0.2% | +1.6% | -1.8% | -0.3% |
| 3M | +0.5% | -27.8% | +28.4% | +1.8% |
| 6M | -6.5% | -52.1% | +45.6% | -3.5% |
| YTD | +6.7% | -63.1% | +69.8% | +11.7% |
| 1Y | +23.6% | -73.1% | +96.7% | +31.7% |
| 3Y | +37.1% | -83.3% | +120.4% | +44.8% |
| 5Y | +10.9% | -80.6% | +91.5% | +10.7% |
| All | +10.9% | -81.3% | +92.2% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling