+123.5%
EVRG vs TMF
-81.8%
+205.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.5% | -3.4% | +5.8% | +2.4% |
| 30D | +8.4% | +11.5% | -3.1% | +8.5% |
| 3M | +8.6% | -4.5% | +13.1% | +8.5% |
| 6M | +7.7% | -15.0% | +22.6% | +7.4% |
| YTD | +25.0% | -19.9% | +44.8% | +24.6% |
| 1Y | +18.7% | -26.6% | +45.3% | +18.2% |
| 3Y | +102.1% | -29.8% | +131.9% | +102.3% |
| 5Y | +66.8% | -88.2% | +155.0% | +41.3% |
| 10Y | +123.5% | -81.4% | +204.9% | +77.2% |
| All | +123.5% | -81.8% | +205.3% | +77.2% |
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