+924.9%
NRG vs TPR
+364.3%
+560.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +10.0% | -0.3% | +10.3% | +10.1% |
| 30D | -3.2% | +15.1% | -18.3% | -6.9% |
| 3M | -18.5% | +3.5% | -22.0% | -19.6% |
| 6M | -25.3% | +0.4% | -25.7% | -26.3% |
| YTD | -38.1% | +4.6% | -42.7% | -39.8% |
| 1Y | -40.7% | +33.1% | -73.8% | -45.7% |
| 3Y | +121.8% | +396.0% | -274.2% | +47.6% |
| 5Y | +209.2% | +230.3% | -21.0% | +118.6% |
| All | +924.9% | +364.3% | +560.6% | +482.2% |
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