+1,464.0%
NRG vs TD
+1,682.3%
-218.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.8% |
| 7D | -0.2% | -2.6% | +2.4% | +1.4% |
| 30D | -6.8% | -1.0% | -5.8% | -6.3% |
| 3M | -7.1% | +5.6% | -12.8% | -10.3% |
| 6M | -27.6% | +27.1% | -54.7% | -37.7% |
| YTD | -29.2% | +29.4% | -58.6% | -39.8% |
| 1Y | -29.9% | +60.7% | -90.6% | -48.1% |
| 3Y | +198.7% | +127.6% | +71.0% | +74.3% |
| 5Y | +192.9% | +125.4% | +67.5% | +69.0% |
| 10Y | +1,084.1% | +300.4% | +783.7% | +355.3% |
| All | +1,464.0% | +1,682.3% | -218.3% | +299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling