+485.0%
NRG vs TRU
+225.6%
+259.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -0.2% | -9.4% | +9.2% | +3.1% |
| 30D | -6.8% | -4.1% | -2.7% | -5.8% |
| 3M | -7.1% | +13.6% | -20.7% | -13.0% |
| 6M | -27.6% | +3.6% | -31.1% | -30.2% |
| YTD | -29.2% | -9.8% | -19.4% | -29.0% |
| 1Y | -29.9% | -13.6% | -16.2% | -29.2% |
| 3Y | +198.7% | -2.0% | +200.6% | +174.5% |
| 5Y | +192.9% | -35.8% | +228.7% | +214.5% |
| 10Y | +1,084.1% | +142.9% | +941.2% | +560.7% |
| All | +485.0% | +225.6% | +259.4% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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