+2,700.2%
TFC vs EVRG
+2,068.9%
+631.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.4% | +1.1% | +1.3% | +1.9% |
| 30D | -1.3% | -1.0% | -0.3% | -0.9% |
| 3M | +6.1% | +0.4% | +5.7% | +5.8% |
| 6M | +7.3% | -0.8% | +8.2% | +7.5% |
| YTD | +8.2% | +15.3% | -7.1% | +1.0% |
| 1Y | +14.4% | +17.9% | -3.5% | +5.7% |
| 3Y | +93.7% | +71.9% | +21.8% | +50.0% |
| 5Y | +16.4% | +45.3% | -28.9% | -4.1% |
| 10Y | +101.6% | +113.1% | -11.5% | +39.2% |
| All | +2,700.2% | +2,068.9% | +631.3% | +823.9% |
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