+1,575.9%
NRG vs TT
+3,177.9%
-1,602.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +9.3% | +1.6% | +7.7% | +8.4% |
| 30D | +1.3% | -7.3% | +8.6% | +5.3% |
| 3M | -6.0% | -2.6% | -3.4% | -4.9% |
| 6M | -22.0% | +5.9% | -27.9% | -24.2% |
| YTD | -24.1% | +15.4% | -39.5% | -29.5% |
| 1Y | -18.0% | +8.2% | -26.3% | -21.5% |
| 3Y | +220.0% | +122.7% | +97.4% | +116.7% |
| 5Y | +201.1% | +145.0% | +56.2% | +90.5% |
| 10Y | +1,085.1% | +893.7% | +191.4% | +267.6% |
| All | +1,575.9% | +3,177.9% | -1,602.0% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling