-53.4%
TE vs NRG
+263.1%
-316.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -5.5% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -16.3% | -6.8% | -9.5% | -14.0% |
| 3M | -40.8% | -7.1% | -33.6% | -39.2% |
| 6M | -42.6% | -27.6% | -15.0% | -35.9% |
| YTD | -31.4% | -29.2% | -2.2% | -22.7% |
| 1Y | +144.9% | -29.9% | +174.8% | +175.3% |
| 3Y | -26.0% | +198.7% | -224.7% | -44.7% |
| 5Y | -48.5% | +192.9% | -241.4% | -61.9% |
| All | -53.4% | +263.1% | -316.5% | -66.0% |
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 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