-55.4%
TSLL vs NEE
+6.5%
-61.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.1% | -11.6% |
| 7D | +1.9% | +1.9% | 0.0% | +1.3% |
| 30D | +17.8% | -2.2% | +19.9% | +18.6% |
| 3M | -37.0% | -1.2% | -35.8% | -37.1% |
| 6M | -37.7% | -8.6% | -29.1% | -36.2% |
| YTD | -51.4% | +6.2% | -57.6% | -53.0% |
| 1Y | -23.4% | +21.1% | -44.5% | -28.9% |
| 3Y | -30.8% | +36.4% | -67.2% | -42.9% |
| All | -55.4% | +6.5% | -61.9% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling