+664.9%
NRG vs TNA
+924.1%
-259.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -4.7% | -7.3% | +2.6% | -2.7% |
| 30D | -6.0% | -14.2% | +8.2% | -2.1% |
| 3M | -8.0% | -4.6% | -3.4% | -7.2% |
| 6M | -23.2% | +36.9% | -60.1% | -29.9% |
| YTD | -28.1% | +42.5% | -70.6% | -35.3% |
| 1Y | -27.3% | +45.8% | -73.0% | -35.4% |
| 3Y | +208.7% | +104.7% | +104.0% | +132.1% |
| 5Y | +197.7% | -21.7% | +219.4% | +157.0% |
| 10Y | +1,103.3% | +83.8% | +1,019.5% | +541.5% |
| All | +664.9% | +924.1% | -259.2% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling