+2,637.6%
TFC vs EVRG
+2,261.5%
+376.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +2.3% | +1.4% | +0.8% | +1.6% |
| 30D | +10.8% | +7.4% | +3.4% | +7.3% |
| 3M | -3.8% | +7.2% | -11.0% | -6.8% |
| 6M | +9.6% | +9.5% | +0.1% | +5.1% |
| YTD | +5.8% | +25.6% | -19.8% | -5.0% |
| 1Y | +16.2% | +20.4% | -4.2% | +6.3% |
| 3Y | +96.0% | +108.8% | -12.8% | +39.1% |
| 5Y | +1.7% | +68.0% | -66.3% | -21.4% |
| 10Y | +79.9% | +124.6% | -44.8% | +21.1% |
| All | +2,637.6% | +2,261.5% | +376.1% | +769.0% |
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 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