-2.1%
TLT vs NRG
+198.7%
-200.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -1.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -1.3% | -6.8% | +5.5% | -1.2% |
| 3M | -3.7% | -7.1% | +3.4% | -3.7% |
| 6M | -6.4% | -27.6% | +21.2% | -6.0% |
| YTD | -4.5% | -29.2% | +24.7% | -4.1% |
| 1Y | -5.9% | -29.9% | +24.0% | -5.5% |
| All | -2.1% | +198.7% | -200.8% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling