-51.9%
TSLL vs NEE
+7.0%
-58.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.5% | +7.4% | +7.7% |
| 7D | +5.8% | +1.1% | +4.7% | +5.5% |
| 30D | +21.7% | -0.2% | +21.9% | +21.8% |
| 3M | -28.2% | +0.5% | -28.8% | -28.7% |
| 6M | -29.5% | -6.5% | -22.9% | -28.3% |
| YTD | -47.5% | +6.7% | -54.2% | -49.4% |
| 1Y | -20.8% | +23.6% | -44.4% | -27.0% |
| 3Y | -26.7% | +37.1% | -63.9% | -39.6% |
| All | -51.9% | +7.0% | -58.9% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling