+192.9%
NRG vs TT
+143.7%
+49.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.6% |
| 7D | -0.2% | -1.0% | +0.8% | +0.5% |
| 30D | -6.8% | -8.9% | +2.1% | -1.2% |
| 3M | -7.1% | -1.8% | -5.3% | -6.4% |
| 6M | -27.6% | +1.9% | -29.5% | -28.5% |
| YTD | -29.2% | +13.8% | -43.0% | -34.6% |
| 1Y | -29.9% | +6.1% | -36.0% | -32.7% |
| 3Y | +198.7% | +119.6% | +79.1% | +104.8% |
| 5Y | +192.9% | +145.9% | +47.0% | +81.5% |
| All | +192.9% | +143.7% | +49.2% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling