+112.0%
TECK vs EVRG
+17.4%
+94.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | +4.6% | -1.0% | +5.6% | +4.6% |
| 3M | +2.8% | +0.4% | +2.4% | +2.2% |
| 6M | +24.9% | -0.8% | +25.7% | +24.3% |
| YTD | +44.7% | +15.3% | +29.4% | +35.1% |
| 1Y | +112.0% | +17.9% | +94.1% | +82.0% |
| All | +112.0% | +17.4% | +94.5% | +82.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling