+2,611.0%
TMO vs NRG
+1,510.3%
+1,100.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | -0.6% | -4.7% | +4.0% | +0.4% |
| 30D | +1.1% | -6.0% | +7.1% | +2.2% |
| 3M | +28.3% | -8.0% | +36.3% | +29.5% |
| 6M | +23.3% | -23.2% | +46.4% | +28.4% |
| YTD | +5.5% | -28.1% | +33.5% | +10.8% |
| 1Y | +24.5% | -27.3% | +51.8% | +29.7% |
| 3Y | +19.6% | +208.7% | -189.1% | -15.7% |
| 5Y | +8.1% | +197.7% | -189.5% | -24.5% |
| 10Y | +336.7% | +1,103.3% | -766.6% | +102.5% |
| All | +2,611.0% | +1,510.3% | +1,100.7% | +1,120.7% |
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