+2,224.5%
EVRG vs TXT
+2,214.4%
+10.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | +1.0% | -1.1% | +2.1% | +1.2% |
| 30D | +7.5% | +13.3% | -5.8% | +4.9% |
| 3M | +6.8% | -5.1% | +12.0% | +7.6% |
| 6M | +7.7% | -7.1% | +14.9% | +8.8% |
| YTD | +24.9% | -3.2% | +28.1% | +24.8% |
| 1Y | +18.1% | +2.3% | +15.8% | +16.8% |
| 3Y | +101.9% | +11.1% | +90.8% | +94.3% |
| 5Y | +67.0% | +10.0% | +57.0% | +59.2% |
| 10Y | +123.3% | +91.1% | +32.2% | +82.6% |
| All | +2,224.5% | +2,214.4% | +10.0% | +1,116.6% |
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 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