+11.5%
NEE vs TTMI
+416.2%
-404.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | -2.1% | +11.4% | -13.5% | -2.7% |
| 30D | +8.6% | -28.3% | +36.9% | +9.8% |
| 3M | -0.3% | -46.7% | +46.4% | +2.6% |
| 6M | -8.9% | -56.1% | +47.2% | -5.6% |
| YTD | +8.3% | +7.4% | +1.0% | +2.0% |
| 1Y | +4.3% | +17.4% | -13.1% | -3.3% |
| 3Y | +70.7% | +429.1% | -358.4% | +22.3% |
| All | +11.5% | +416.2% | -404.8% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling