+49.1%
NRG vs TEM
+47.5%
+1.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.6% |
| 7D | -4.7% | -8.7% | +4.0% | -3.5% |
| 30D | -6.0% | +8.1% | -14.0% | -7.6% |
| 3M | -8.0% | +19.0% | -26.9% | -11.3% |
| 6M | -23.2% | +12.0% | -35.2% | -25.9% |
| YTD | -28.1% | -0.1% | -28.0% | -29.9% |
| 1Y | -27.3% | -33.5% | +6.3% | -25.3% |
| All | +49.1% | +47.5% | +1.6% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling