+11.5%
NEE vs TYL
-23.0%
+34.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | +8.6% | +21.1% | -12.5% | +5.5% |
| 3M | -0.3% | +28.9% | -29.2% | -4.2% |
| 6M | -8.9% | +42.0% | -50.9% | -14.2% |
| YTD | +8.3% | -6.6% | +14.9% | +9.9% |
| 1Y | +4.3% | -9.1% | +13.3% | +6.3% |
| 3Y | +70.7% | +1.8% | +68.9% | +64.0% |
| All | +11.5% | -23.0% | +34.5% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling