-46.0%
TSLL vs NEE
+11.3%
-57.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.9% | -11.2% | -6.2% |
| 7D | -9.4% | +9.2% | -18.6% | -9.4% |
| 30D | +1.6% | +16.0% | -14.4% | +1.0% |
| 3M | +29.4% | +2.2% | +27.2% | +30.9% |
| 6M | -20.1% | -6.0% | -14.1% | -16.4% |
| YTD | -44.5% | +12.6% | -57.1% | -53.0% |
| 1Y | -46.0% | +11.4% | -57.4% | -54.0% |
| All | -46.0% | +11.3% | -57.3% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 1y: compounded portfolio wealth divided by compounded NEE 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…
1y analysis · Full analysis span regression · 6 months rolling