+194.1%
NRG vs TPR
+225.0%
-30.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.6% |
| 7D | +3.9% | -7.3% | +11.2% | +6.2% |
| 30D | -3.0% | -30.7% | +27.8% | +7.4% |
| 3M | -10.9% | -21.6% | +10.7% | -5.2% |
| 6M | -25.3% | -21.3% | -3.9% | -20.8% |
| YTD | -26.8% | -10.2% | -16.7% | -25.6% |
| 1Y | -23.3% | +9.5% | -32.8% | -26.7% |
| 3Y | +208.6% | +280.8% | -72.2% | +116.8% |
| 5Y | +194.1% | +218.7% | -24.6% | +107.4% |
| All | +194.1% | +225.0% | -30.8% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling