+668.9%
TEL vs EVRG
+609.6%
+59.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.5% |
| 7D | +1.2% | +0.6% | +0.7% | +0.9% |
| 30D | -4.1% | -0.2% | -3.9% | -4.1% |
| 3M | -2.6% | -0.5% | -2.1% | -2.7% |
| 6M | 0.0% | +0.2% | -0.2% | -0.7% |
| YTD | -9.1% | +14.9% | -23.9% | -16.4% |
| 1Y | -0.8% | +18.2% | -19.1% | -10.4% |
| 3Y | +67.4% | +70.2% | -2.8% | +21.1% |
| 5Y | +51.8% | +45.3% | +6.4% | +18.3% |
| 10Y | +299.4% | +112.4% | +187.0% | +124.2% |
| All | +668.9% | +609.6% | +59.3% | +41.5% |
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