+1,707.0%
TSM vs NEE
+293.4%
+1,413.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.3% |
| 7D | +4.4% | -2.8% | +7.2% | +5.1% |
| 30D | -7.0% | +9.5% | -16.5% | -9.1% |
| 3M | -1.8% | +1.0% | -2.8% | -2.3% |
| 6M | +2.7% | -8.0% | +10.7% | +4.4% |
| YTD | +37.1% | +9.4% | +27.6% | +33.1% |
| 1Y | +43.5% | +3.1% | +40.3% | +41.3% |
| 3Y | +341.5% | +70.5% | +271.0% | +268.7% |
| 5Y | +278.9% | +15.2% | +263.7% | +252.1% |
| All | +1,707.0% | +293.4% | +1,413.6% | +1,198.4% |
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 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