+1,065.2%
NRG vs TRMB
+121.9%
+943.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.1% |
| 7D | -4.7% | -3.0% | -1.6% | -3.5% |
| 30D | -6.0% | +2.3% | -8.3% | -7.0% |
| 3M | -8.0% | +15.3% | -23.3% | -14.4% |
| 6M | -23.2% | -14.7% | -8.5% | -19.1% |
| YTD | -28.1% | -26.4% | -1.6% | -19.8% |
| 1Y | -27.3% | -30.4% | +3.1% | -17.2% |
| 3Y | +208.7% | +13.5% | +195.1% | +182.2% |
| 5Y | +197.7% | -38.6% | +236.2% | +239.8% |
| All | +1,065.2% | +121.9% | +943.3% | +505.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling