+1,489.3%
NRG vs TTMI
+628.8%
+860.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.7% | +0.8% |
| 7D | -4.7% | +0.7% | -5.3% | -4.8% |
| 30D | -6.0% | -8.4% | +2.5% | -4.2% |
| 3M | -8.0% | -32.5% | +24.5% | -0.9% |
| 6M | -23.2% | +32.5% | -55.6% | -30.4% |
| YTD | -28.1% | +83.2% | -111.3% | -40.2% |
| 1Y | -27.3% | +161.7% | -188.9% | -44.9% |
| 3Y | +208.7% | +890.1% | -681.5% | +70.2% |
| 5Y | +197.7% | +832.4% | -634.8% | +62.0% |
| 10Y | +1,103.3% | +1,115.8% | -12.4% | +484.1% |
| All | +1,489.3% | +628.8% | +860.6% | +541.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling