+1,516.1%
NRG vs TSEM
+89.2%
+1,426.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.4% |
| 7D | +3.9% | +4.7% | -0.9% | +3.2% |
| 30D | -3.0% | -14.2% | +11.3% | -0.9% |
| 3M | -10.9% | -5.0% | -5.9% | -11.3% |
| 6M | -25.3% | +87.6% | -112.8% | -32.9% |
| YTD | -26.8% | +84.4% | -111.3% | -34.4% |
| 1Y | -23.3% | +235.4% | -258.7% | -36.7% |
| 3Y | +208.6% | +668.0% | -459.4% | +128.5% |
| 5Y | +194.1% | +644.7% | -450.6% | +115.3% |
| 10Y | +1,123.6% | +1,326.7% | -203.1% | +714.5% |
| All | +1,516.1% | +89.2% | +1,426.9% | +843.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling