+598.4%
T vs NRG
+1,537.4%
-939.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.2% |
| 7D | -3.1% | +3.9% | -6.9% | -3.7% |
| 30D | +4.6% | -3.0% | +7.6% | +4.9% |
| 3M | +12.2% | -10.9% | +23.1% | +13.3% |
| 6M | -6.5% | -25.3% | +18.8% | -3.4% |
| YTD | +4.9% | -26.8% | +31.7% | +8.2% |
| 1Y | -10.5% | -23.3% | +12.8% | -8.9% |
| 3Y | +104.6% | +208.6% | -104.0% | +54.1% |
| 5Y | +64.2% | +194.1% | -129.9% | +22.7% |
| 10Y | +68.4% | +1,123.6% | -1,055.1% | -8.5% |
| All | +598.4% | +1,537.4% | -939.0% | +276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling