+794.0%
NRG vs TMF
-68.9%
+862.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.4% | +6.1% | +6.5% |
| 7D | +7.1% | -1.4% | +8.5% | +6.9% |
| 30D | -1.4% | -2.8% | +1.4% | -1.7% |
| 3M | -10.5% | -10.9% | +0.5% | -11.5% |
| 6M | -26.7% | -21.3% | -5.4% | -28.6% |
| YTD | -24.5% | -15.9% | -8.7% | -25.9% |
| 1Y | -18.6% | -15.7% | -2.8% | -19.9% |
| 3Y | +227.1% | -43.4% | +270.5% | +212.4% |
| 5Y | +198.8% | -87.8% | +286.5% | +137.8% |
| 10Y | +1,122.3% | -86.7% | +1,209.0% | +935.1% |
| All | +794.0% | -68.9% | +862.8% | +1,027.8% |
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