+94.3%
EVRG vs TMF
-25.3%
+119.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.9% | +1.2% | +0.7% | +1.7% |
| 30D | +9.0% | +19.7% | -10.7% | +6.2% |
| 3M | +6.3% | -2.1% | +8.4% | +6.5% |
| 6M | +9.9% | -13.4% | +23.4% | +11.9% |
| YTD | +23.8% | -16.7% | +40.6% | +26.6% |
| 1Y | +19.9% | -23.3% | +43.2% | +24.0% |
| 3Y | +94.3% | -24.8% | +119.1% | +96.8% |
| All | +94.3% | -25.3% | +119.6% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling