+192.9%
NRG vs TAP
-2.6%
+195.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -0.2% | -5.3% | +5.1% | +0.5% |
| 30D | -6.8% | -7.4% | +0.6% | -6.0% |
| 3M | -7.1% | -4.9% | -2.2% | -6.8% |
| 6M | -27.6% | -14.2% | -13.4% | -26.3% |
| YTD | -29.2% | -14.8% | -14.4% | -28.1% |
| 1Y | -29.9% | -18.1% | -11.8% | -28.4% |
| 3Y | +198.7% | -32.7% | +231.4% | +214.6% |
| 5Y | +192.9% | -0.5% | +193.4% | +162.3% |
| All | +192.9% | -2.6% | +195.5% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling