+495.0%
TLN vs EVRG
+72.7%
+422.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.6% |
| 7D | +10.9% | +0.9% | +10.0% | +10.7% |
| 30D | -6.3% | -0.5% | -5.8% | -6.2% |
| 3M | -10.7% | +1.5% | -12.2% | -11.2% |
| 6M | +1.6% | +1.2% | +0.5% | +1.1% |
| YTD | -13.1% | +16.3% | -29.4% | -16.3% |
| 1Y | -15.1% | +20.3% | -35.3% | -18.8% |
| 3Y | +495.0% | +72.3% | +422.7% | +441.7% |
| All | +495.0% | +72.7% | +422.3% | +441.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling