+290.7%
TSM vs NEE
+12.6%
+278.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +6.0% | +1.1% | +5.0% | +5.9% |
| 30D | +4.5% | -0.2% | +4.7% | +4.5% |
| 3M | +3.1% | +0.5% | +2.6% | +2.9% |
| 6M | +30.2% | -6.5% | +36.7% | +31.2% |
| YTD | +45.2% | +6.7% | +38.5% | +43.4% |
| 1Y | +79.6% | +23.6% | +56.0% | +73.7% |
| 3Y | +411.0% | +37.1% | +373.9% | +377.4% |
| 5Y | +290.7% | +10.9% | +279.8% | +277.5% |
| All | +290.7% | +12.6% | +278.1% | +277.5% |
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 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