+208.7%
NRG vs TAP
-32.3%
+240.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.7% |
| 7D | -4.7% | -3.9% | -0.8% | -4.8% |
| 30D | -6.0% | -5.3% | -0.7% | -6.1% |
| 3M | -8.0% | -3.8% | -4.2% | -8.0% |
| 6M | -23.2% | -11.4% | -11.8% | -23.3% |
| YTD | -28.1% | -13.7% | -14.3% | -28.2% |
| 1Y | -27.3% | -17.2% | -10.1% | -27.4% |
| 3Y | +208.7% | -33.1% | +241.7% | +204.2% |
| All | +208.7% | -32.3% | +240.9% | +204.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling