+640.1%
NRG vs TMF
-71.6%
+711.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +0.1% |
| 7D | +21.7% | -8.2% | +29.9% | +20.7% |
| 30D | -8.1% | +5.3% | -13.4% | -7.5% |
| 3M | -18.3% | -8.5% | -9.9% | -19.0% |
| 6M | -28.0% | -17.2% | -10.8% | -29.3% |
| YTD | -37.5% | -23.4% | -14.1% | -39.1% |
| 1Y | -41.1% | -30.2% | -10.8% | -43.2% |
| 3Y | +126.6% | -32.9% | +159.5% | +121.4% |
| 5Y | +212.3% | -88.5% | +300.8% | +146.7% |
| 10Y | +992.0% | -82.2% | +1,074.2% | +884.3% |
| All | +640.1% | -71.6% | +711.8% | +826.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling