+242.0%
NRG vs TSLQ
-97.2%
+339.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -2.9% |
| 7D | -0.2% | +5.7% | -5.9% | +0.5% |
| 30D | -6.8% | -21.1% | +14.3% | -9.1% |
| 3M | -7.1% | -11.5% | +4.4% | -6.9% |
| 6M | -27.6% | -14.9% | -12.6% | -26.6% |
| YTD | -29.2% | +2.4% | -31.6% | -26.1% |
| 1Y | -29.9% | -49.8% | +19.9% | -31.5% |
| 3Y | +198.7% | -95.8% | +294.5% | +160.0% |
| All | +242.0% | -97.2% | +339.2% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling