-18.6%
NRG vs TTMI
+171.3%
-189.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +8.8% | -2.4% | +4.0% |
| 7D | +7.1% | +5.9% | +1.3% | +5.5% |
| 30D | -1.4% | -4.3% | +2.9% | -0.7% |
| 3M | -10.5% | -32.0% | +21.6% | -2.8% |
| 6M | -26.7% | +19.5% | -46.2% | -34.2% |
| YTD | -24.5% | +82.0% | -106.6% | -40.8% |
| 1Y | -18.6% | +172.6% | -191.2% | -41.6% |
| All | -18.6% | +171.3% | -189.8% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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