+33.5%
NEE vs TTMI
+844.7%
-811.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.2% |
| 7D | -1.9% | +6.0% | -8.0% | -2.1% |
| 30D | -3.1% | -6.4% | +3.3% | -3.0% |
| 3M | -2.4% | -28.9% | +26.5% | -1.6% |
| 6M | -8.6% | +26.9% | -35.5% | -10.1% |
| YTD | +4.9% | +77.3% | -72.4% | +1.7% |
| 1Y | +19.4% | +147.5% | -128.1% | +13.7% |
| All | +33.5% | +844.7% | -811.3% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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