+1,815.4%
TSM vs NEE
+243.3%
+1,572.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | +4.8% | -0.5% | +5.3% | +4.9% |
| 30D | +4.0% | -1.7% | +5.7% | +4.4% |
| 3M | +2.0% | -1.8% | +3.8% | +2.3% |
| 6M | +25.5% | -8.8% | +34.3% | +27.8% |
| YTD | +44.0% | +5.2% | +38.8% | +41.4% |
| 1Y | +75.4% | +21.3% | +54.1% | +66.2% |
| 3Y | +406.7% | +35.2% | +371.5% | +351.6% |
| 5Y | +285.0% | +10.1% | +274.8% | +261.7% |
| 10Y | +1,815.4% | +253.2% | +1,562.2% | +1,154.0% |
| All | +1,815.4% | +243.3% | +1,572.1% | +1,154.0% |
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