+309.3%
TEL vs EVRG
+113.9%
+195.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -0.7% | -1.2% | +0.6% | -0.2% |
| 3M | +2.4% | -0.6% | +3.0% | +2.4% |
| 6M | +4.1% | +2.4% | +1.7% | +2.8% |
| YTD | -5.8% | +15.5% | -21.3% | -11.2% |
| 1Y | +0.9% | +16.8% | -15.9% | -5.4% |
| 3Y | +72.6% | +75.0% | -2.4% | +36.9% |
| 5Y | +57.5% | +49.3% | +8.2% | +32.1% |
| All | +309.3% | +113.9% | +195.4% | +213.6% |
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