+901.2%
EVRG vs TMF
-70.3%
+971.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.4% |
| 7D | +3.5% | -1.1% | +4.6% | +3.5% |
| 30D | +9.2% | +11.8% | -2.6% | +9.7% |
| 3M | +8.6% | -4.0% | +12.7% | +8.5% |
| 6M | +10.0% | -16.5% | +26.5% | +9.3% |
| YTD | +25.1% | -19.9% | +45.0% | +24.2% |
| 1Y | +19.5% | -25.6% | +45.1% | +18.4% |
| 3Y | +102.3% | -29.9% | +132.2% | +101.1% |
| 5Y | +66.8% | -88.2% | +155.1% | +46.8% |
| 10Y | +125.0% | -81.7% | +206.7% | +106.4% |
| All | +901.2% | -70.3% | +971.5% | +926.3% |
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