+1,575.9%
NRG vs TAP
+140.9%
+1,435.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +2.0% |
| 7D | +9.3% | -2.3% | +11.6% | +10.1% |
| 30D | +1.3% | -9.4% | +10.7% | +4.7% |
| 3M | -6.0% | -0.8% | -5.2% | -6.6% |
| 6M | -22.0% | -14.7% | -7.2% | -18.3% |
| YTD | -24.1% | -13.9% | -10.2% | -21.2% |
| 1Y | -18.0% | -18.6% | +0.6% | -13.7% |
| 3Y | +220.0% | -32.0% | +252.0% | +250.1% |
| 5Y | +201.1% | -1.0% | +202.1% | +176.3% |
| 10Y | +1,085.1% | -51.4% | +1,136.4% | +1,264.2% |
| All | +1,575.9% | +140.9% | +1,435.0% | +933.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling