-53.1%
TE vs NRG
+269.0%
-322.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.1% |
| 7D | +0.2% | -4.7% | +4.9% | +2.1% |
| 30D | -5.9% | -6.0% | 0.0% | -3.7% |
| 3M | -45.6% | -8.0% | -37.6% | -44.0% |
| 6M | -43.4% | -23.2% | -20.2% | -37.9% |
| YTD | -31.0% | -28.1% | -2.9% | -22.7% |
| 1Y | +145.2% | -27.3% | +172.5% | +172.3% |
| 3Y | -24.1% | +208.7% | -232.7% | -43.8% |
| 5Y | -48.1% | +197.7% | -245.8% | -61.9% |
| All | -53.1% | +269.0% | -322.1% | -65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling