+1,065.2%
NRG vs TSEM
+1,313.0%
-247.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.2% |
| 7D | -4.7% | -4.9% | +0.2% | -3.5% |
| 30D | -6.0% | -18.7% | +12.8% | -1.1% |
| 3M | -8.0% | -18.1% | +10.2% | -5.4% |
| 6M | -23.2% | +77.1% | -100.3% | -37.1% |
| YTD | -28.1% | +80.1% | -108.2% | -41.9% |
| 1Y | -27.3% | +220.4% | -247.7% | -50.0% |
| 3Y | +208.7% | +650.1% | -441.4% | +70.3% |
| 5Y | +197.7% | +628.9% | -431.2% | +59.2% |
| All | +1,065.2% | +1,313.0% | -247.8% | +341.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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