+51.7%
NRG vs TEM
+53.2%
-1.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.7% | +1.1% | -2.9% |
| 7D | +3.9% | -1.1% | +4.9% | +4.0% |
| 30D | -3.0% | +11.3% | -14.3% | -5.0% |
| 3M | -10.9% | +25.5% | -36.4% | -14.8% |
| 6M | -25.3% | +17.1% | -42.4% | -28.4% |
| YTD | -26.8% | +3.8% | -30.6% | -29.1% |
| 1Y | -23.3% | -24.4% | +1.1% | -22.7% |
| All | +51.7% | +53.2% | -1.5% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling