-18.6%
NRG vs TSLQ
-50.5%
+31.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +12.0% | -5.6% | +7.8% |
| 7D | +7.1% | -5.8% | +12.9% | +6.3% |
| 30D | -1.4% | -22.1% | +20.7% | -4.1% |
| 3M | -10.5% | +10.1% | -20.5% | -7.3% |
| 6M | -26.7% | -6.8% | -20.0% | -24.9% |
| YTD | -24.5% | +8.5% | -33.1% | -20.5% |
| 1Y | -18.6% | -49.7% | +31.2% | -16.6% |
| All | -18.6% | -50.5% | +31.9% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling