+1,571.9%
TRV vs NRG
+1,484.6%
+87.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +1.2% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -1.8% | -6.8% | +5.0% | -0.6% |
| 3M | +21.6% | -7.1% | +28.7% | +21.9% |
| 6M | +22.5% | -27.6% | +50.0% | +28.6% |
| YTD | +28.1% | -29.2% | +57.3% | +34.4% |
| 1Y | +37.0% | -29.9% | +66.9% | +43.0% |
| 3Y | +141.9% | +198.7% | -56.8% | +65.3% |
| 5Y | +158.5% | +192.9% | -34.4% | +73.4% |
| 10Y | +297.5% | +1,084.1% | -786.6% | +74.5% |
| All | +1,571.9% | +1,484.6% | +87.4% | +619.6% |
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 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