+113.8%
EVRG vs TMF
-86.8%
+200.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.9% | +1.0% | -0.1% | +0.9% |
| 30D | -0.5% | -1.8% | +1.3% | -0.6% |
| 3M | +1.5% | -8.2% | +9.8% | +1.4% |
| 6M | +1.2% | -19.5% | +20.7% | +0.9% |
| YTD | +16.3% | -16.0% | +32.3% | +16.1% |
| 1Y | +20.3% | -22.5% | +42.8% | +19.9% |
| 3Y | +72.3% | -42.3% | +114.6% | +70.2% |
| 5Y | +46.7% | -87.7% | +134.4% | +25.3% |
| 10Y | +113.8% | -86.5% | +200.3% | +74.1% |
| All | +113.8% | -86.8% | +200.6% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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