-49.7%
NRG vs TNA
+37.5%
-87.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.4% | -17.9% | -15.0% |
| 7D | -13.7% | +2.4% | -16.1% | -14.7% |
| 30D | -13.6% | -0.9% | -12.7% | -13.7% |
| 3M | -28.5% | -19.2% | -9.3% | -22.8% |
| 6M | -45.8% | -0.8% | -44.9% | -46.8% |
| YTD | -46.9% | +33.2% | -80.1% | -54.0% |
| 1Y | -49.7% | +38.5% | -88.2% | -56.5% |
| All | -49.7% | +37.5% | -87.2% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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