+9,647.4%
TSM vs NRG
+1,598.0%
+8,049.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | +6.0% | +9.3% | -3.2% | +3.3% |
| 30D | +4.5% | +1.3% | +3.2% | +3.9% |
| 3M | +3.1% | -6.0% | +9.1% | +4.0% |
| 6M | +30.2% | -22.0% | +52.2% | +37.8% |
| YTD | +45.2% | -24.1% | +69.3% | +54.6% |
| 1Y | +79.6% | -18.0% | +97.6% | +86.6% |
| 3Y | +411.0% | +220.0% | +191.0% | +256.5% |
| 5Y | +290.7% | +201.1% | +89.6% | +170.8% |
| 10Y | +1,753.6% | +1,085.1% | +668.5% | +720.4% |
| All | +9,647.4% | +1,598.0% | +8,049.4% | +3,984.2% |
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