-28.0%
NRG vs TMF
-17.8%
-10.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.3% |
| 7D | +21.7% | -8.2% | +29.9% | +23.6% |
| 30D | -8.1% | +5.3% | -13.4% | -11.2% |
| 3M | -18.3% | -8.5% | -9.9% | -15.9% |
| 6M | -28.0% | -17.2% | -10.8% | -21.9% |
| All | -28.0% | -17.8% | -10.2% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling