-49.7%
NRG vs TT
-6.5%
-43.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -1.7% | -11.8% | -12.3% |
| 7D | -13.7% | -8.5% | -5.3% | -8.2% |
| 30D | -13.6% | -12.8% | -0.8% | -4.9% |
| 3M | -28.5% | -12.9% | -15.6% | -21.3% |
| 6M | -45.8% | -15.2% | -30.5% | -39.4% |
| YTD | -46.9% | +6.2% | -53.2% | -49.1% |
| 1Y | -49.7% | -4.5% | -45.2% | -48.5% |
| All | -49.7% | -6.5% | -43.2% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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