-48.5%
TE vs EVRG
+65.9%
-114.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.9% | +9.1% | +9.9% |
| 7D | +18.2% | +0.9% | +17.3% | +18.1% |
| 30D | -13.5% | -0.5% | -13.0% | -13.5% |
| 3M | -44.6% | +1.5% | -46.1% | -44.8% |
| 6M | -24.7% | +1.2% | -25.9% | -25.0% |
| YTD | -24.3% | +16.3% | -40.6% | -26.0% |
| 1Y | +155.6% | +20.3% | +135.3% | +148.8% |
| 3Y | -18.3% | +72.3% | -90.6% | -24.3% |
| 5Y | -41.3% | +46.7% | -88.0% | -45.1% |
| All | -48.5% | +65.9% | -114.4% | -51.0% |
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