+292.5%
NEE vs TYL
+182.7%
+109.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +2.3% | +4.3% | -2.0% | +1.4% |
| 30D | +11.5% | +28.0% | -16.5% | +5.7% |
| 3M | +2.6% | +32.3% | -29.7% | -3.7% |
| 6M | -6.0% | +29.9% | -35.9% | -12.0% |
| YTD | +9.8% | -7.1% | +16.9% | +10.4% |
| 1Y | +4.7% | -9.2% | +13.9% | +5.9% |
| 3Y | +71.0% | +0.7% | +70.3% | +63.4% |
| 5Y | +15.8% | -21.1% | +36.9% | +16.0% |
| All | +292.5% | +182.7% | +109.8% | +208.4% |
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