+11.3%
NEE vs TW
+19.5%
-8.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -1.3% | -4.5% | +3.1% | -0.5% |
| 30D | -3.3% | -2.3% | -1.1% | -3.0% |
| 3M | -2.3% | +2.6% | -4.9% | -3.1% |
| 6M | -8.9% | -17.5% | +8.7% | -5.8% |
| YTD | +4.8% | -5.3% | +10.1% | +4.8% |
| 1Y | +18.7% | -14.8% | +33.5% | +21.6% |
| 3Y | +33.2% | +18.8% | +14.4% | +22.9% |
| All | +11.3% | +19.5% | -8.2% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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