+36.0%
TSM vs NRG
-50.8%
+86.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -13.5% | +11.3% | +2.1% |
| 7D | -10.0% | -13.7% | +3.8% | -5.9% |
| 30D | -18.5% | -13.6% | -5.0% | -15.2% |
| 3M | -4.9% | -28.5% | +23.6% | +5.2% |
| 6M | -1.0% | -45.8% | +44.8% | +19.1% |
| YTD | +31.3% | -46.9% | +78.2% | +57.5% |
| 1Y | +36.0% | -49.7% | +85.7% | +65.5% |
| All | +36.0% | -50.8% | +86.8% | +65.5% |
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