-14.6%
TSLL vs NEE
+12.9%
-27.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.1% | +6.8% |
| 7D | -21.2% | +3.9% | -25.1% | -16.6% |
| 30D | -13.3% | +12.8% | -26.1% | +2.7% |
| All | -14.6% | +12.9% | -27.6% | -0.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling