+45.4%
EVRG vs TAP
+4.2%
+41.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +1.1% | -2.3% | +3.4% | +1.6% |
| 30D | -1.0% | -2.1% | +1.1% | -0.6% |
| 3M | +0.4% | +6.6% | -6.2% | -1.4% |
| 6M | -0.8% | -11.5% | +10.7% | +1.7% |
| YTD | +15.3% | -10.3% | +25.6% | +17.5% |
| 1Y | +17.9% | -14.4% | +32.3% | +21.3% |
| 3Y | +71.9% | -28.3% | +100.2% | +83.6% |
| All | +45.4% | +4.2% | +41.2% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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