+69.5%
T vs NRG
+194.8%
-125.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | +1.5% | -4.7% | +6.2% | +1.7% |
| 30D | +7.5% | -6.0% | +13.4% | +7.7% |
| 3M | +14.8% | -8.0% | +22.8% | +15.0% |
| 6M | -1.7% | -23.2% | +21.4% | -1.0% |
| YTD | +8.7% | -28.1% | +36.7% | +9.7% |
| 1Y | -7.5% | -27.3% | +19.8% | -6.8% |
| 3Y | +110.2% | +208.7% | -98.4% | +67.1% |
| All | +69.5% | +194.8% | -125.3% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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