+193.5%
NRG vs TDY
+39.0%
+154.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +0.9% |
| 7D | -4.7% | -1.1% | -3.5% | -4.1% |
| 30D | -6.0% | -12.0% | +6.1% | +1.0% |
| 3M | -8.0% | -3.2% | -4.8% | -6.6% |
| 6M | -23.2% | -7.9% | -15.3% | -19.8% |
| YTD | -28.1% | +18.2% | -46.3% | -34.5% |
| 1Y | -27.3% | +6.7% | -33.9% | -30.2% |
| 3Y | +208.7% | +47.5% | +161.1% | +148.6% |
| All | +193.5% | +39.0% | +154.4% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling