+971.7%
EVRG vs TCOM
+2,658.7%
-1,687.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +0.9% | -7.6% | +8.5% | +1.4% |
| 30D | -0.5% | -12.2% | +11.7% | +0.4% |
| 3M | +1.5% | -14.2% | +15.7% | +2.5% |
| 6M | +1.2% | -25.0% | +26.2% | +3.1% |
| YTD | +16.3% | -43.7% | +60.0% | +20.7% |
| 1Y | +20.3% | -44.5% | +64.8% | +24.9% |
| 3Y | +72.3% | +13.4% | +58.9% | +66.7% |
| 5Y | +46.7% | +26.5% | +20.2% | +36.7% |
| 10Y | +113.8% | -10.3% | +124.1% | +98.2% |
| All | +971.7% | +2,658.7% | -1,687.0% | +569.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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