-35.4%
TLT vs NRG
+194.8%
-230.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -1.6% | -4.7% | +3.0% | -1.6% |
| 30D | -1.1% | -6.0% | +4.8% | -1.1% |
| 3M | -4.9% | -8.0% | +3.1% | -4.8% |
| 6M | -5.0% | -23.2% | +18.1% | -4.9% |
| YTD | -4.4% | -28.1% | +23.7% | -4.3% |
| 1Y | -6.4% | -27.3% | +20.9% | -6.3% |
| 3Y | -2.0% | +208.7% | -210.6% | -1.0% |
| All | -35.4% | +194.8% | -230.2% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling