+2,047.2%
EVRG vs TXT
+2,070.1%
-22.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.1% | -4.8% | +5.9% | +2.0% |
| 30D | -1.0% | -10.6% | +9.6% | +1.0% |
| 3M | +0.4% | -13.2% | +13.6% | +2.9% |
| 6M | -0.8% | -20.3% | +19.5% | +3.1% |
| YTD | +15.3% | -9.3% | +24.6% | +16.9% |
| 1Y | +17.9% | -2.7% | +20.6% | +17.7% |
| 3Y | +71.9% | +1.4% | +70.5% | +68.6% |
| 5Y | +45.3% | +9.6% | +35.7% | +38.7% |
| 10Y | +113.1% | +94.9% | +18.2% | +74.0% |
| All | +2,047.2% | +2,070.1% | -22.8% | +1,039.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling