+2,226.3%
EVRG vs TAP
+806.5%
+1,419.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +2.5% | -8.0% | +10.5% | +3.7% |
| 30D | +8.4% | +4.1% | +4.3% | +7.7% |
| 3M | +8.6% | -4.4% | +12.9% | +9.1% |
| 6M | +7.7% | -1.9% | +9.6% | +7.6% |
| YTD | +25.0% | -12.1% | +37.0% | +26.7% |
| 1Y | +18.7% | -12.0% | +30.8% | +20.3% |
| 3Y | +102.1% | -25.0% | +127.1% | +108.4% |
| 5Y | +66.8% | -1.1% | +67.9% | +64.6% |
| 10Y | +123.5% | -47.6% | +171.1% | +131.3% |
| All | +2,226.3% | +806.5% | +1,419.8% | +1,843.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling