-23.4%
TSLL vs NEE
+19.1%
-42.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.1% | -11.6% |
| 7D | +1.9% | +1.9% | 0.0% | +1.4% |
| 30D | +17.8% | -2.2% | +19.9% | +18.5% |
| 3M | -37.0% | -1.2% | -35.8% | -37.5% |
| 6M | -37.7% | -8.6% | -29.1% | -35.3% |
| YTD | -51.4% | +6.2% | -57.6% | -58.0% |
| 1Y | -23.4% | +21.1% | -44.5% | -39.7% |
| All | -23.4% | +19.1% | -42.5% | -39.7% |
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