+1,280.3%
NRG vs TAP
+145.4%
+1,134.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +21.7% | -6.3% | +28.0% | +24.2% |
| 30D | -8.1% | +2.7% | -10.8% | -9.8% |
| 3M | -18.3% | -3.7% | -14.6% | -18.2% |
| 6M | -28.0% | -2.0% | -26.0% | -28.9% |
| YTD | -37.5% | -12.3% | -25.2% | -36.2% |
| 1Y | -41.1% | -10.1% | -31.0% | -40.5% |
| 3Y | +126.6% | -25.3% | +151.9% | +137.1% |
| 5Y | +212.3% | -1.9% | +214.2% | +185.4% |
| 10Y | +992.0% | -47.8% | +1,039.8% | +1,106.0% |
| All | +1,280.3% | +145.4% | +1,134.9% | +736.8% |
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