+247.4%
NEE vs TTD
+455.8%
-208.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -4.0% | -0.5% |
| 7D | -2.8% | +20.8% | -23.6% | -3.9% |
| 30D | +9.5% | +33.8% | -24.3% | +7.5% |
| 3M | +1.0% | +17.8% | -16.8% | -0.1% |
| 6M | -8.0% | -25.7% | +17.8% | -7.0% |
| YTD | +9.4% | -57.9% | +67.4% | +14.2% |
| 1Y | +3.1% | -63.8% | +67.0% | +8.7% |
| 3Y | +70.5% | -75.0% | +145.5% | +77.8% |
| 5Y | +15.2% | -82.5% | +97.8% | +18.7% |
| 10Y | +291.2% | +527.9% | -236.7% | +230.4% |
| All | +247.4% | +455.8% | -208.4% | +197.4% |
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