-29.9%
NRG vs TMF
-25.6%
-4.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.2% |
| 7D | -0.2% | -4.8% | +4.6% | +1.3% |
| 30D | -6.8% | -4.9% | -1.9% | -5.4% |
| 3M | -7.1% | -13.4% | +6.3% | -2.8% |
| 6M | -27.6% | -23.0% | -4.5% | -22.6% |
| YTD | -29.2% | -20.2% | -9.0% | -23.9% |
| 1Y | -29.9% | -26.5% | -3.4% | -25.9% |
| All | -29.9% | -25.6% | -4.3% | -25.9% |
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