+419.8%
TXN vs NEE
+251.4%
+168.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +4.0% | -1.3% | +5.3% | +4.5% |
| 30D | -2.9% | -3.3% | +0.5% | -1.6% |
| 3M | -9.1% | -2.3% | -6.8% | -8.5% |
| 6M | +36.6% | -8.9% | +45.5% | +41.4% |
| YTD | +57.5% | +4.8% | +52.7% | +54.5% |
| 1Y | +49.5% | +18.7% | +30.8% | +39.7% |
| 3Y | +76.5% | +33.2% | +43.3% | +53.3% |
| 5Y | +62.4% | +10.9% | +51.5% | +50.0% |
| All | +419.8% | +251.4% | +168.4% | +242.4% |
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