-52.8%
NRG vs TAP
+1.6%
-54.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.5% |
| 7D | -17.0% | +7.7% | -24.7% | -16.2% |
| 30D | -21.9% | +14.4% | -36.3% | -20.9% |
| 3M | -32.9% | +2.0% | -35.0% | -32.5% |
| 6M | -48.4% | +2.5% | -50.9% | -47.9% |
| YTD | -48.7% | -6.4% | -42.2% | -48.5% |
| 1Y | -52.8% | -2.3% | -50.5% | -52.6% |
| All | -52.8% | +1.6% | -54.4% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling