+247.6%
NRG vs TSLQ
-97.2%
+344.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.5% |
| 7D | -4.7% | -6.6% | +1.9% | -5.4% |
| 30D | -6.0% | -24.3% | +18.3% | -8.8% |
| 3M | -8.0% | -3.6% | -4.3% | -6.7% |
| 6M | -23.2% | -12.0% | -11.2% | -21.8% |
| YTD | -28.1% | +1.4% | -29.4% | -25.0% |
| 1Y | -27.3% | -43.6% | +16.3% | -28.0% |
| 3Y | +208.7% | -95.4% | +304.1% | +171.7% |
| All | +247.6% | -97.2% | +344.8% | +214.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling