+571.5%
NRG vs TDG
+13,008.0%
-12,436.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.1% |
| 7D | -4.7% | -1.9% | -2.8% | -3.9% |
| 30D | -6.0% | -7.7% | +1.7% | -2.6% |
| 3M | -8.0% | -9.3% | +1.4% | -4.3% |
| 6M | -23.2% | -9.4% | -13.8% | -20.5% |
| YTD | -28.1% | -14.3% | -13.8% | -24.1% |
| 1Y | -27.3% | -11.8% | -15.4% | -24.5% |
| 3Y | +208.7% | +52.0% | +156.7% | +151.9% |
| 5Y | +197.7% | +128.8% | +68.8% | +99.8% |
| 10Y | +1,103.3% | +543.8% | +559.5% | +365.2% |
| All | +571.5% | +13,008.0% | -12,436.4% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling