+570.0%
TLN vs EVRG
+63.5%
+506.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | -12.9% | 0.0% | -13.0% | -13.0% |
| 3M | -7.4% | -1.0% | -6.5% | -7.4% |
| 6M | -6.0% | +1.0% | -7.0% | -6.4% |
| YTD | -16.9% | +15.1% | -32.0% | -19.5% |
| 1Y | -22.6% | +17.6% | -40.2% | -25.3% |
| 3Y | +469.0% | +70.5% | +398.6% | +431.6% |
| All | +570.0% | +63.5% | +506.5% | +526.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling