+13,634.3%
TSM vs NEE
+3,278.8%
+10,355.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +2.7% | +1.9% | +0.8% | +2.1% |
| 30D | +3.6% | -2.2% | +5.8% | +4.3% |
| 3M | -3.4% | -1.2% | -2.2% | -3.2% |
| 6M | +20.6% | -8.6% | +29.2% | +23.3% |
| YTD | +41.9% | +6.2% | +35.7% | +38.4% |
| 1Y | +84.4% | +21.1% | +63.3% | +72.5% |
| 3Y | +380.2% | +36.4% | +343.8% | +316.8% |
| 5Y | +275.3% | +11.4% | +264.0% | +242.9% |
| 10Y | +1,751.4% | +250.0% | +1,501.4% | +1,005.5% |
| All | +13,634.3% | +3,278.8% | +10,355.6% | +4,797.0% |
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 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