+124.3%
TDG vs EVRG
+48.0%
+76.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -7.7% | -1.2% | -6.5% | -7.3% |
| 3M | -9.3% | -0.6% | -8.7% | -9.3% |
| 6M | -9.4% | +2.4% | -11.8% | -10.3% |
| YTD | -14.3% | +15.5% | -29.7% | -18.9% |
| 1Y | -11.8% | +16.8% | -28.7% | -17.2% |
| 3Y | +52.0% | +75.0% | -23.0% | +20.6% |
| All | +124.3% | +48.0% | +76.3% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling