+1,516.1%
NRG vs TSN
+449.8%
+1,066.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.5% | -3.3% |
| 7D | +3.9% | -7.3% | +11.1% | +6.1% |
| 30D | -3.0% | -8.6% | +5.7% | -0.4% |
| 3M | -10.9% | -7.5% | -3.4% | -9.1% |
| 6M | -25.3% | -14.1% | -11.1% | -22.3% |
| YTD | -26.8% | -9.4% | -17.4% | -25.2% |
| 1Y | -23.3% | -4.1% | -19.2% | -23.3% |
| 3Y | +208.6% | +10.3% | +198.3% | +188.5% |
| 5Y | +194.1% | -19.7% | +213.9% | +199.5% |
| 10Y | +1,123.6% | -7.0% | +1,130.6% | +1,025.2% |
| All | +1,516.1% | +449.8% | +1,066.3% | +612.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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