-18.6%
NRG vs TEM
-15.5%
-3.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.4% |
| 7D | +7.1% | +0.9% | +6.2% | +7.0% |
| 30D | -1.4% | +38.4% | -39.8% | -6.4% |
| 3M | -10.5% | +23.7% | -34.1% | -14.3% |
| 6M | -26.7% | +26.0% | -52.7% | -30.9% |
| YTD | -24.5% | +9.4% | -34.0% | -28.1% |
| 1Y | -18.6% | -17.3% | -1.3% | -15.5% |
| All | -18.6% | -15.5% | -3.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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