-53.1%
TE vs EVRG
+64.7%
-117.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -5.9% | -1.2% | -4.7% | -5.8% |
| 3M | -45.6% | -0.6% | -45.0% | -45.6% |
| 6M | -43.4% | +2.4% | -45.8% | -43.7% |
| YTD | -31.0% | +15.5% | -46.4% | -32.5% |
| 1Y | +145.2% | +16.8% | +128.4% | +139.6% |
| 3Y | -24.1% | +75.0% | -99.1% | -29.7% |
| 5Y | -48.1% | +49.3% | -97.5% | -51.4% |
| All | -53.1% | +64.7% | -117.7% | -55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling