+194.1%
NRG vs TMF
-88.0%
+282.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.5% |
| 7D | +3.9% | -0.9% | +4.7% | +3.9% |
| 30D | -3.0% | -1.0% | -2.0% | -3.0% |
| 3M | -10.9% | -11.3% | +0.4% | -10.7% |
| 6M | -25.3% | -22.7% | -2.6% | -25.1% |
| YTD | -26.8% | -17.3% | -9.5% | -26.6% |
| 1Y | -23.3% | -22.5% | -0.8% | -23.1% |
| 3Y | +208.6% | -43.2% | +251.8% | +206.5% |
| 5Y | +194.1% | -88.3% | +282.4% | +165.6% |
| All | +194.1% | -88.0% | +282.1% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling