+302.0%
TRV vs NRG
+1,083.9%
-781.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.8% |
| 7D | +1.9% | -4.7% | +6.6% | +2.6% |
| 30D | +1.7% | -6.0% | +7.7% | +2.4% |
| 3M | +23.9% | -8.0% | +31.8% | +24.3% |
| 6M | +26.3% | -23.2% | +49.4% | +29.6% |
| YTD | +30.8% | -28.1% | +58.9% | +35.1% |
| 1Y | +36.3% | -27.3% | +63.6% | +39.7% |
| 3Y | +145.0% | +208.7% | -63.6% | +73.0% |
| 5Y | +163.9% | +197.7% | -33.8% | +83.8% |
| All | +302.0% | +1,083.9% | -781.9% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling