-5.9%
TSLL vs NEE
+70.8%
-76.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.8% |
| 7D | +0.5% | -2.8% | +3.3% | +0.9% |
| 30D | +2.7% | +9.5% | -6.9% | +0.8% |
| 3M | +26.3% | +1.0% | +25.2% | +26.1% |
| 6M | -37.2% | -8.0% | -29.2% | -36.0% |
| YTD | -44.2% | +9.4% | -53.7% | -45.9% |
| 1Y | -44.0% | +3.1% | -47.1% | -44.7% |
| All | -5.9% | +70.8% | -76.7% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling