+1,489.3%
NRG vs TRI
+443.2%
+1,046.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.9% |
| 7D | -4.7% | -7.9% | +3.2% | -1.2% |
| 30D | -6.0% | -4.5% | -1.5% | -4.9% |
| 3M | -8.0% | +22.1% | -30.1% | -20.6% |
| 6M | -23.2% | -2.8% | -20.4% | -27.8% |
| YTD | -28.1% | -23.4% | -4.6% | -25.3% |
| 1Y | -27.3% | -41.5% | +14.3% | -12.3% |
| 3Y | +208.7% | -19.2% | +227.9% | +203.5% |
| 5Y | +197.7% | -9.4% | +207.1% | +170.4% |
| 10Y | +1,103.3% | +195.6% | +907.8% | +431.6% |
| All | +1,489.3% | +443.2% | +1,046.1% | +370.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling