+237.1%
NEE vs TTD
+401.9%
-164.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.6% | -0.5% |
| 7D | +1.9% | +6.3% | -4.4% | +1.6% |
| 30D | -2.2% | -23.9% | +21.7% | -0.8% |
| 3M | -1.2% | -31.4% | +30.2% | +0.7% |
| 6M | -8.6% | -42.7% | +34.1% | -6.3% |
| YTD | +6.2% | -62.0% | +68.2% | +11.6% |
| 1Y | +21.1% | -72.2% | +93.3% | +29.8% |
| 3Y | +36.4% | -81.9% | +118.3% | +45.3% |
| 5Y | +11.4% | -81.5% | +92.9% | +13.9% |
| All | +237.1% | +401.9% | -164.8% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling