+145.2%
TE vs NRG
-28.9%
+174.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.4% |
| 7D | +0.2% | -4.7% | +4.9% | +3.4% |
| 30D | -5.9% | -6.0% | 0.0% | -2.2% |
| 3M | -45.6% | -8.0% | -37.6% | -43.7% |
| 6M | -43.4% | -23.2% | -20.2% | -34.7% |
| YTD | -31.0% | -28.1% | -2.9% | -17.7% |
| 1Y | +145.2% | -27.3% | +172.5% | +205.8% |
| All | +145.2% | -28.9% | +174.1% | +205.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling