+1,046.6%
NRG vs TMF
-86.4%
+1,133.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -3.3% |
| 7D | -0.2% | -4.8% | +4.6% | -0.3% |
| 30D | -6.8% | -4.9% | -1.9% | -6.9% |
| 3M | -7.1% | -13.4% | +6.3% | -7.5% |
| 6M | -27.6% | -23.0% | -4.5% | -28.2% |
| YTD | -29.2% | -20.2% | -9.0% | -29.7% |
| 1Y | -29.9% | -26.5% | -3.4% | -30.6% |
| 3Y | +198.7% | -45.2% | +243.8% | +192.9% |
| 5Y | +192.9% | -88.4% | +281.3% | +159.5% |
| All | +1,046.6% | -86.4% | +1,133.0% | +897.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling