+257.9%
NRG vs TLN
+571.8%
-313.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -1.9% |
| 7D | -0.2% | +2.0% | -2.1% | -1.1% |
| 30D | -6.8% | -12.9% | +6.2% | +0.4% |
| 3M | -7.1% | -7.4% | +0.3% | -4.1% |
| 6M | -27.6% | -6.0% | -21.5% | -26.0% |
| YTD | -29.2% | -16.9% | -12.3% | -23.6% |
| 1Y | -29.9% | -22.6% | -7.3% | -21.9% |
| 3Y | +198.7% | +469.0% | -270.4% | +52.9% |
| All | +257.9% | +571.8% | -313.8% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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