+1,779.8%
TSM vs NRG
+1,083.9%
+695.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.7% |
| 7D | +1.0% | -4.7% | +5.7% | +2.4% |
| 30D | +1.0% | -6.0% | +6.9% | +2.6% |
| 3M | +2.9% | -8.0% | +10.8% | +4.4% |
| 6M | +22.8% | -23.2% | +46.0% | +30.7% |
| YTD | +43.3% | -28.1% | +71.4% | +55.1% |
| 1Y | +69.2% | -27.3% | +96.4% | +82.2% |
| 3Y | +404.5% | +208.7% | +195.9% | +268.7% |
| 5Y | +282.2% | +197.7% | +84.6% | +176.8% |
| All | +1,779.8% | +1,083.9% | +695.8% | +1,014.7% |
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 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