+205.7%
TFC vs NRG
+1,537.4%
-1,331.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.2% |
| 7D | -1.3% | +3.9% | -5.2% | -2.4% |
| 30D | -2.3% | -3.0% | +0.6% | -1.8% |
| 3M | +2.5% | -10.9% | +13.4% | +4.1% |
| 6M | +9.5% | -25.3% | +34.8% | +16.0% |
| YTD | +5.1% | -26.8% | +31.9% | +11.2% |
| 1Y | +15.5% | -23.3% | +38.8% | +19.4% |
| 3Y | +95.2% | +208.6% | -113.4% | +26.1% |
| 5Y | +14.5% | +194.1% | -179.7% | -26.3% |
| 10Y | +97.2% | +1,123.6% | -1,026.4% | -17.4% |
| All | +205.7% | +1,537.4% | -1,331.7% | +34.1% |
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