+696.3%
TEL vs NRG
+244.5%
+451.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.1% |
| 7D | +1.6% | -4.7% | +6.3% | +3.1% |
| 30D | -0.7% | -6.0% | +5.3% | +1.0% |
| 3M | +2.4% | -8.0% | +10.4% | +3.1% |
| 6M | +4.1% | -23.2% | +27.3% | +10.2% |
| YTD | -5.8% | -28.1% | +22.2% | +1.6% |
| 1Y | +0.9% | -27.3% | +28.1% | +8.0% |
| 3Y | +72.6% | +208.7% | -136.1% | +7.9% |
| 5Y | +57.5% | +197.7% | -140.1% | -2.5% |
| 10Y | +313.6% | +1,103.3% | -789.7% | +48.9% |
| All | +696.3% | +244.5% | +451.7% | +250.1% |
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