+45.9%
TEM vs EVRG
+68.1%
-22.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -9.2% | -0.7% | -8.5% | -9.0% |
| 30D | +5.5% | 0.0% | +5.5% | +5.3% |
| 3M | +18.7% | -1.0% | +19.7% | +18.5% |
| 6M | +15.4% | +1.0% | +14.4% | +13.6% |
| YTD | -0.5% | +15.1% | -15.6% | -11.3% |
| 1Y | -24.8% | +17.6% | -42.4% | -33.7% |
| All | +45.9% | +68.1% | -22.2% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling