+17.6%
NEE vs TYL
-21.3%
+38.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.1% |
| 7D | +3.9% | +6.7% | -2.8% | +2.9% |
| 30D | +12.8% | +26.5% | -13.7% | +8.9% |
| 3M | +3.6% | +37.3% | -33.7% | -1.5% |
| 6M | -7.5% | +31.2% | -38.6% | -11.8% |
| YTD | +10.7% | -7.4% | +18.0% | +12.4% |
| 1Y | +9.1% | -9.6% | +18.6% | +11.3% |
| 3Y | +61.0% | +1.9% | +59.1% | +54.4% |
| All | +17.6% | -21.3% | +38.9% | +18.3% |
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