+33.2%
NEE vs TTWO
+50.8%
-17.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | -3.3% | -11.3% | +8.0% | -3.2% |
| 3M | -2.3% | +1.6% | -3.9% | -2.3% |
| 6M | -8.9% | +2.1% | -10.9% | -8.9% |
| YTD | +4.8% | -15.8% | +20.6% | +5.6% |
| 1Y | +18.7% | -12.6% | +31.3% | +19.3% |
| 3Y | +33.2% | +48.2% | -15.0% | +29.7% |
| All | +33.2% | +50.8% | -17.5% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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