-49.7%
NRG vs TRI
-22.4%
-27.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +6.4% | -19.9% | -11.5% |
| 7D | -13.7% | +1.0% | -14.7% | -12.9% |
| 30D | -13.6% | +20.8% | -34.3% | -8.0% |
| 3M | -28.5% | +8.1% | -36.6% | -25.9% |
| 6M | -45.8% | +24.2% | -69.9% | -40.3% |
| YTD | -46.9% | -7.8% | -39.2% | -45.4% |
| 1Y | -49.7% | -16.7% | -33.0% | -47.7% |
| All | -49.7% | -22.4% | -27.3% | -47.7% |
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