-48.5%
TE vs EVRG
+45.7%
-94.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.8% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | -16.3% | 0.0% | -16.3% | -16.3% |
| 3M | -40.8% | -1.0% | -39.8% | -40.9% |
| 6M | -42.6% | +1.0% | -43.6% | -43.4% |
| YTD | -31.4% | +15.1% | -46.5% | -35.9% |
| 1Y | +144.9% | +17.6% | +127.3% | +127.1% |
| 3Y | -26.0% | +70.5% | -96.5% | -42.7% |
| 5Y | -48.5% | +48.9% | -97.3% | -58.3% |
| All | -48.5% | +45.7% | -94.1% | -58.3% |
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