+1,046.6%
NRG vs TPR
+318.3%
+728.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.7% |
| 7D | -0.2% | -5.1% | +5.0% | +1.2% |
| 30D | -6.8% | -27.6% | +20.8% | +0.7% |
| 3M | -7.1% | -17.5% | +10.3% | -3.3% |
| 6M | -27.6% | -21.3% | -6.2% | -23.7% |
| YTD | -29.2% | -8.5% | -20.7% | -28.4% |
| 1Y | -29.9% | +11.5% | -41.3% | -32.8% |
| 3Y | +198.7% | +288.0% | -89.4% | +110.0% |
| 5Y | +192.9% | +225.2% | -32.3% | +107.5% |
| All | +1,046.6% | +318.3% | +728.3% | +526.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling