+2,388.3%
NEE vs TTMI
+256.5%
+2,131.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | -2.1% | +11.4% | -13.5% | -2.9% |
| 30D | +8.6% | -28.3% | +36.9% | +10.1% |
| 3M | -0.3% | -46.7% | +46.4% | +2.9% |
| 6M | -8.9% | -56.1% | +47.2% | -5.4% |
| YTD | +8.3% | +7.4% | +1.0% | +4.2% |
| 1Y | +4.3% | +17.4% | -13.1% | -0.7% |
| 3Y | +70.7% | +429.1% | -358.4% | +42.3% |
| 5Y | +12.8% | +418.8% | -406.0% | -6.7% |
| 10Y | +287.2% | +411.2% | -124.0% | +213.0% |
| All | +2,388.3% | +256.5% | +2,131.9% | +1,686.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling