+823.1%
EVRG vs TMF
-68.9%
+891.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | +1.1% | -1.4% | +2.5% | +1.1% |
| 30D | -1.0% | -2.8% | +1.8% | -1.1% |
| 3M | +0.4% | -10.9% | +11.3% | 0.0% |
| 6M | -0.8% | -21.3% | +20.5% | -1.7% |
| YTD | +15.3% | -15.9% | +31.2% | +14.7% |
| 1Y | +17.9% | -15.7% | +33.6% | +17.3% |
| 3Y | +71.9% | -43.4% | +115.3% | +68.6% |
| 5Y | +45.3% | -87.8% | +133.0% | +28.1% |
| 10Y | +113.1% | -86.7% | +199.8% | +91.5% |
| All | +823.1% | -68.9% | +891.9% | +847.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling