+95.6%
TFC vs NRG
+1,083.9%
-988.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -2.4% | -4.7% | +2.3% | -1.1% |
| 30D | -3.4% | -6.0% | +2.6% | -1.9% |
| 3M | +0.4% | -8.0% | +8.4% | +1.1% |
| 6M | +12.7% | -23.2% | +35.8% | +18.6% |
| YTD | +5.6% | -28.1% | +33.6% | +12.6% |
| 1Y | +16.0% | -27.3% | +43.3% | +22.1% |
| 3Y | +94.0% | +208.7% | -114.7% | +13.0% |
| 5Y | +16.2% | +197.7% | -181.5% | -33.1% |
| All | +95.6% | +1,083.9% | -988.4% | -11.6% |
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