+225.5%
NRG vs TPR
+292.6%
-67.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.3% | +1.9% |
| 7D | +9.3% | -3.4% | +12.6% | +10.6% |
| 30D | +1.3% | -27.3% | +28.6% | +12.9% |
| 3M | -6.0% | -16.2% | +10.2% | -1.2% |
| 6M | -22.0% | -17.9% | -4.1% | -17.7% |
| YTD | -24.1% | -7.1% | -17.0% | -23.9% |
| 1Y | -18.0% | +13.6% | -31.6% | -24.5% |
| All | +225.5% | +292.6% | -67.2% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling