-52.1%
TSLL vs NEE
+10.9%
-63.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.1% | +11.0% | +10.9% |
| 7D | -14.3% | +2.2% | -16.5% | -15.0% |
| 30D | -6.2% | +12.3% | -18.4% | -9.8% |
| 3M | +21.2% | +3.4% | +17.8% | +19.7% |
| 6M | -36.6% | -5.3% | -31.3% | -35.6% |
| YTD | -47.8% | +10.6% | -58.3% | -50.3% |
| 1Y | -45.2% | +6.5% | -51.7% | -47.0% |
| 3Y | -3.3% | +73.5% | -76.8% | -30.8% |
| All | -52.1% | +10.9% | -63.0% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling