+1,065.2%
NRG vs TT
+961.2%
+103.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -4.7% | -1.2% | -3.5% | -4.0% |
| 30D | -6.0% | -7.3% | +1.3% | -1.8% |
| 3M | -8.0% | -3.6% | -4.4% | -6.3% |
| 6M | -23.2% | +2.8% | -26.0% | -24.4% |
| YTD | -28.1% | +14.5% | -42.6% | -33.3% |
| 1Y | -27.3% | +7.4% | -34.7% | -30.3% |
| 3Y | +208.7% | +116.2% | +92.4% | +109.9% |
| 5Y | +197.7% | +147.4% | +50.3% | +85.2% |
| All | +1,065.2% | +961.2% | +103.9% | +263.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling