+2,265.7%
TECK vs EVRG
+1,656.1%
+609.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.7% |
| 7D | +7.8% | +0.9% | +6.9% | +7.3% |
| 30D | +8.3% | -0.5% | +8.8% | +8.5% |
| 3M | +16.1% | +1.5% | +14.6% | +14.7% |
| 6M | +42.9% | +1.2% | +41.7% | +40.9% |
| YTD | +50.8% | +16.3% | +34.4% | +37.7% |
| 1Y | +106.1% | +20.3% | +85.8% | +84.6% |
| 3Y | +84.0% | +72.3% | +11.7% | +32.6% |
| 5Y | +223.5% | +46.7% | +176.8% | +149.2% |
| 10Y | +378.1% | +113.8% | +264.3% | +157.6% |
| All | +2,265.7% | +1,656.1% | +609.6% | +380.7% |
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