+208.7%
NRG vs TD
+127.3%
+81.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | -4.7% | -0.5% | -4.1% | -4.4% |
| 30D | -6.0% | -1.9% | -4.1% | -5.1% |
| 3M | -8.0% | +4.8% | -12.7% | -10.1% |
| 6M | -23.2% | +28.0% | -51.1% | -31.8% |
| YTD | -28.1% | +30.3% | -58.3% | -36.6% |
| 1Y | -27.3% | +59.8% | -87.0% | -41.2% |
| 3Y | +208.7% | +124.7% | +84.0% | +113.4% |
| All | +208.7% | +127.3% | +81.3% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling