+1,065.2%
NRG vs TCOM
-9.8%
+1,075.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -4.7% | -4.9% | +0.2% | -3.9% |
| 30D | -6.0% | -14.4% | +8.4% | -3.7% |
| 3M | -8.0% | -17.7% | +9.7% | -5.5% |
| 6M | -23.2% | -25.1% | +1.9% | -20.0% |
| YTD | -28.1% | -45.7% | +17.7% | -21.5% |
| 1Y | -27.3% | -47.9% | +20.6% | -20.2% |
| 3Y | +208.7% | +8.9% | +199.7% | +197.3% |
| 5Y | +197.7% | +26.9% | +170.8% | +169.3% |
| All | +1,065.2% | -9.8% | +1,075.0% | +936.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling