+587.5%
TLN vs EVRG
+63.2%
+524.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.6% |
| 7D | +5.8% | +0.6% | +5.3% | +5.7% |
| 30D | -6.9% | -0.2% | -6.6% | -6.8% |
| 3M | -10.9% | -0.5% | -10.4% | -10.9% |
| 6M | -4.6% | +0.2% | -4.8% | -4.8% |
| YTD | -14.7% | +14.9% | -29.6% | -17.3% |
| 1Y | -17.9% | +18.2% | -36.1% | -20.9% |
| 3Y | +483.9% | +70.2% | +413.7% | +445.6% |
| All | +587.5% | +63.2% | +524.2% | +543.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling