-49.7%
NRG vs TD
+61.0%
-110.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.8% | -16.3% | -15.4% |
| 7D | -13.7% | +1.4% | -15.1% | -14.7% |
| 30D | -13.6% | +10.2% | -23.8% | -20.2% |
| 3M | -28.5% | +8.1% | -36.6% | -33.2% |
| 6M | -45.8% | +22.3% | -68.1% | -54.7% |
| YTD | -46.9% | +39.0% | -86.0% | -60.2% |
| 1Y | -49.7% | +62.6% | -112.3% | -67.9% |
| All | -49.7% | +61.0% | -110.8% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling