+203.7%
NRG vs TT
+118.5%
+85.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.5% |
| 7D | -0.2% | -1.0% | +0.8% | +0.6% |
| 30D | -6.8% | -8.9% | +2.1% | -0.1% |
| 3M | -7.1% | -1.8% | -5.3% | -6.5% |
| 6M | -27.6% | +1.9% | -29.5% | -28.9% |
| YTD | -29.2% | +13.8% | -43.0% | -35.9% |
| 1Y | -29.9% | +6.1% | -36.0% | -33.5% |
| All | +203.7% | +118.5% | +85.2% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling