+96.0%
TFC vs EVRG
+104.1%
-8.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +2.3% | +1.4% | +0.8% | +1.7% |
| 30D | +10.8% | +7.4% | +3.4% | +7.7% |
| 3M | -3.8% | +7.2% | -11.0% | -6.4% |
| 6M | +9.6% | +9.5% | +0.1% | +5.6% |
| YTD | +5.8% | +25.6% | -19.8% | -4.3% |
| 1Y | +16.2% | +20.4% | -4.2% | +7.0% |
| 3Y | +96.0% | +108.8% | -12.8% | +33.6% |
| All | +96.0% | +104.1% | -8.1% | +33.6% |
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 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