+159.7%
TRV vs NRG
+194.8%
-35.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +2.0% |
| 7D | +1.9% | -4.7% | +6.6% | +2.2% |
| 30D | +1.7% | -6.0% | +7.7% | +2.0% |
| 3M | +23.9% | -8.0% | +31.8% | +23.9% |
| 6M | +26.3% | -23.2% | +49.4% | +27.8% |
| YTD | +30.8% | -28.1% | +58.9% | +32.8% |
| 1Y | +36.3% | -27.3% | +63.6% | +37.8% |
| 3Y | +145.0% | +208.7% | -63.6% | +86.8% |
| All | +159.7% | +194.8% | -35.1% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling