+1,567.2%
NRG vs TPR
+854.5%
+712.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | +7.1% | -2.3% | +9.4% | +7.8% |
| 30D | -1.4% | -23.0% | +21.6% | +5.3% |
| 3M | -10.5% | -12.5% | +2.0% | -7.9% |
| 6M | -26.7% | -21.4% | -5.3% | -22.5% |
| YTD | -24.5% | -3.5% | -21.0% | -24.8% |
| 1Y | -18.6% | +17.4% | -35.9% | -23.4% |
| 3Y | +227.1% | +291.3% | -64.1% | +119.1% |
| 5Y | +198.8% | +241.9% | -43.1% | +98.9% |
| 10Y | +1,122.3% | +322.7% | +799.6% | +565.8% |
| All | +1,567.2% | +854.5% | +712.7% | +547.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling