+7,487.8%
NEE vs TYL
+14,603.2%
-7,115.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | +2.3% | +4.3% | -2.0% | +2.1% |
| 30D | +11.5% | +28.0% | -16.5% | +9.9% |
| 3M | +2.6% | +32.3% | -29.7% | +0.9% |
| 6M | -6.0% | +29.9% | -35.9% | -7.6% |
| YTD | +9.8% | -7.1% | +16.9% | +9.7% |
| 1Y | +4.7% | -9.2% | +13.9% | +4.7% |
| 3Y | +71.0% | +0.7% | +70.3% | +69.5% |
| 5Y | +15.8% | -21.1% | +36.9% | +15.8% |
| 10Y | +287.3% | +180.8% | +106.5% | +263.3% |
| All | +7,487.8% | +14,603.2% | -7,115.4% | +6,057.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling