+19.7%
TMO vs NRG
-51.3%
+70.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.9% |
| 7D | -4.5% | -17.0% | +12.5% | -3.6% |
| 30D | +3.1% | -21.9% | +25.0% | +4.4% |
| 3M | +17.2% | -32.9% | +50.2% | +19.9% |
| 6M | +45.3% | -48.4% | +93.7% | +50.1% |
| YTD | +17.1% | -48.7% | +65.8% | +20.4% |
| 1Y | +19.7% | -52.8% | +72.5% | +23.3% |
| All | +19.7% | -51.3% | +70.9% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling