+285.0%
NEE vs TYL
+183.3%
+101.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -3.4% | -1.6% | -1.8% | -3.0% |
| 30D | +9.0% | +22.1% | -13.1% | +4.5% |
| 3M | +0.2% | +33.4% | -33.2% | -6.1% |
| 6M | -8.5% | +36.8% | -45.3% | -15.4% |
| YTD | +8.6% | -6.7% | +15.2% | +9.1% |
| 1Y | +2.2% | -9.2% | +11.4% | +3.3% |
| 3Y | +69.1% | +1.2% | +67.9% | +61.4% |
| 5Y | +13.0% | -23.0% | +36.0% | +14.1% |
| All | +285.0% | +183.3% | +101.7% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling