-40.7%
NRG vs TMF
-30.5%
-10.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | +10.0% | -9.3% | +19.2% | +13.3% |
| 30D | -3.2% | +1.9% | -5.2% | -5.3% |
| 3M | -18.5% | -11.2% | -7.3% | -15.0% |
| 6M | -25.3% | -17.7% | -7.6% | -19.2% |
| YTD | -38.1% | -24.5% | -13.7% | -29.5% |
| 1Y | -40.7% | -29.4% | -11.3% | -29.1% |
| All | -40.7% | -30.5% | -10.2% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling