+107.6%
EVRG vs TXT
+11.3%
+96.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | +1.0% | -1.1% | +2.1% | +1.1% |
| 30D | +7.5% | +13.3% | -5.8% | +5.6% |
| 3M | +6.8% | -5.1% | +12.0% | +7.4% |
| 6M | +7.7% | -7.1% | +14.9% | +8.5% |
| YTD | +24.9% | -3.2% | +28.1% | +24.8% |
| 1Y | +18.1% | +2.3% | +15.8% | +17.2% |
| All | +107.6% | +11.3% | +96.3% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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