+107.9%
TLT vs NRG
+1,598.0%
-1,490.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.4% | +9.3% | -8.8% | +0.9% |
| 30D | -0.3% | +1.3% | -1.6% | -0.2% |
| 3M | -1.7% | -6.0% | +4.3% | -1.9% |
| 6M | -4.9% | -22.0% | +17.1% | -5.9% |
| YTD | -2.8% | -24.1% | +21.3% | -3.9% |
| 1Y | -4.2% | -18.0% | +13.8% | -4.7% |
| 3Y | -1.1% | +220.0% | -221.1% | +9.1% |
| 5Y | -33.7% | +201.1% | -234.8% | -26.6% |
| 10Y | -20.7% | +1,085.1% | -1,105.8% | +0.6% |
| All | +107.9% | +1,598.0% | -1,490.1% | +167.0% |
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