+1,872.1%
T vs EVRG
+2,068.9%
-196.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.8% |
| 7D | -1.3% | +1.1% | -2.4% | -1.7% |
| 30D | +11.4% | -1.0% | +12.4% | +11.7% |
| 3M | +14.3% | +0.4% | +13.9% | +14.1% |
| 6M | -9.3% | -0.8% | -8.4% | -9.1% |
| YTD | +7.1% | +15.3% | -8.2% | +1.6% |
| 1Y | -9.1% | +17.9% | -27.0% | -14.5% |
| 3Y | +105.3% | +71.9% | +33.4% | +68.2% |
| 5Y | +66.8% | +45.3% | +21.6% | +43.9% |
| 10Y | +66.8% | +113.1% | -46.3% | +22.8% |
| All | +1,872.1% | +2,068.9% | -196.8% | +573.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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