+77.9%
TEM vs EVRG
+83.5%
-5.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.2% | -5.7% |
| 7D | -5.9% | +1.4% | -7.3% | -6.0% |
| 30D | +4.8% | +7.4% | -2.6% | +3.9% |
| 3M | +31.9% | +7.2% | +24.7% | +31.0% |
| 6M | +56.0% | +9.5% | +46.5% | +52.9% |
| YTD | +21.3% | +25.6% | -4.3% | +7.0% |
| 1Y | +5.4% | +20.4% | -15.0% | -3.9% |
| All | +77.9% | +83.5% | -5.6% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling