+208.7%
NRG vs TTMI
+876.4%
-667.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.7% | +0.5% |
| 7D | -4.7% | +0.7% | -5.3% | -4.9% |
| 30D | -6.0% | -8.4% | +2.5% | -3.7% |
| 3M | -8.0% | -32.5% | +24.5% | +1.9% |
| 6M | -23.2% | +32.5% | -55.6% | -34.4% |
| YTD | -28.1% | +83.2% | -111.3% | -46.6% |
| 1Y | -27.3% | +161.7% | -188.9% | -54.0% |
| 3Y | +208.7% | +890.1% | -681.5% | +19.8% |
| All | +208.7% | +876.4% | -667.7% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling