+25.8%
TMO vs NRG
-18.6%
+44.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.0% |
| 7D | -1.4% | +7.1% | -8.5% | -1.7% |
| 30D | +6.2% | -1.4% | +7.6% | +6.2% |
| 3M | +27.5% | -10.5% | +37.9% | +27.9% |
| 6M | +20.0% | -26.7% | +46.7% | +20.3% |
| YTD | +6.1% | -24.5% | +30.7% | +6.2% |
| 1Y | +25.8% | -18.6% | +44.4% | +32.3% |
| All | +25.8% | -18.6% | +44.4% | +32.3% |
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