-8.5%
NEE vs TTD
-28.9%
+20.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.9% |
| 7D | -3.4% | +20.8% | -24.1% | -3.0% |
| 30D | +9.0% | +27.1% | -18.1% | +9.6% |
| 3M | +0.2% | +14.7% | -14.5% | +0.4% |
| 6M | -8.5% | -26.8% | +18.3% | -12.9% |
| All | -8.5% | -28.9% | +20.4% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling