-18.6%
NRG vs TRI
-38.3%
+19.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -5.4% | +11.9% | +4.9% |
| 7D | +7.1% | -0.5% | +7.6% | +7.0% |
| 30D | -1.4% | +7.9% | -9.3% | +1.0% |
| 3M | -10.5% | +24.1% | -34.5% | -4.6% |
| 6M | -26.7% | +3.8% | -30.6% | -22.9% |
| YTD | -24.5% | -16.9% | -7.7% | -23.3% |
| 1Y | -18.6% | -38.4% | +19.8% | -17.8% |
| All | -18.6% | -38.3% | +19.7% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling