-49.7%
NRG vs TDY
+22.9%
-72.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.8% | -8.8% | -10.4% |
| 7D | -13.7% | -5.0% | -8.7% | -10.5% |
| 30D | -13.6% | +2.0% | -15.6% | -14.1% |
| 3M | -28.5% | -7.7% | -20.8% | -24.7% |
| 6M | -45.8% | -0.9% | -44.9% | -45.5% |
| YTD | -46.9% | +23.7% | -70.7% | -51.3% |
| 1Y | -49.7% | +23.6% | -73.3% | -53.8% |
| All | -49.7% | +22.9% | -72.6% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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