+16.0%
TFC vs EVRG
+45.7%
-29.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | -0.7% | -1.8% | -2.2% |
| 30D | -2.8% | 0.0% | -2.8% | -2.9% |
| 3M | +2.1% | -1.0% | +3.1% | +2.5% |
| 6M | +10.1% | +1.0% | +9.1% | +9.4% |
| YTD | +5.4% | +15.1% | -9.6% | -1.3% |
| 1Y | +16.3% | +17.6% | -1.3% | +7.6% |
| 3Y | +95.9% | +70.5% | +25.4% | +51.1% |
| 5Y | +16.0% | +48.9% | -32.9% | -7.2% |
| All | +16.0% | +45.7% | -29.7% | -7.2% |
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