-20.7%
TLT vs NRG
+1,083.9%
-1,104.6%
-48.4%
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% | +0.1% |
| 7D | -1.6% | -4.7% | +3.0% | -1.7% |
| 30D | -1.1% | -6.0% | +4.8% | -1.2% |
| 3M | -4.9% | -8.0% | +3.1% | -4.9% |
| 6M | -5.0% | -23.2% | +18.1% | -5.3% |
| YTD | -4.4% | -28.1% | +23.7% | -4.7% |
| 1Y | -6.4% | -27.3% | +20.9% | -6.7% |
| 3Y | -2.0% | +208.7% | -210.6% | +2.0% |
| 5Y | -35.0% | +197.7% | -232.6% | -32.0% |
| All | -20.7% | +1,083.9% | -1,104.6% | -17.7% |
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