+349.0%
TECK vs EVRG
+113.9%
+235.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | +0.7% | -1.2% | +2.0% | +1.0% |
| 3M | +4.6% | -0.6% | +5.2% | +4.6% |
| 6M | +25.1% | +2.4% | +22.7% | +24.0% |
| YTD | +39.2% | +15.5% | +23.7% | +33.6% |
| 1Y | +60.3% | +16.8% | +43.5% | +53.3% |
| 3Y | +62.9% | +75.0% | -12.1% | +39.6% |
| 5Y | +181.5% | +49.3% | +132.1% | +149.7% |
| All | +349.0% | +113.9% | +235.1% | +266.4% |
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