-24.1%
TE vs NRG
+203.5%
-227.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.2% |
| 7D | +0.2% | -4.7% | +4.9% | +2.8% |
| 30D | -5.9% | -6.0% | 0.0% | -2.9% |
| 3M | -45.6% | -8.0% | -37.6% | -43.6% |
| 6M | -43.4% | -23.2% | -20.2% | -36.0% |
| YTD | -31.0% | -28.1% | -2.9% | -19.7% |
| 1Y | +145.2% | -27.3% | +172.5% | +181.0% |
| 3Y | -24.1% | +208.7% | -232.7% | -63.0% |
| All | -24.1% | +203.5% | -227.6% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling