-18.6%
NRG vs TDG
-9.4%
-9.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.4% | +6.1% | +6.4% |
| 7D | +7.1% | -2.0% | +9.1% | +7.5% |
| 30D | -1.4% | -7.4% | +6.0% | -0.1% |
| 3M | -10.5% | -5.4% | -5.1% | -9.5% |
| 6M | -26.7% | -11.6% | -15.1% | -26.4% |
| YTD | -24.5% | -12.6% | -11.9% | -24.7% |
| 1Y | -18.6% | -9.3% | -9.2% | -17.2% |
| All | -18.6% | -9.4% | -9.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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