+581.7%
TLN vs EVRG
+63.9%
+517.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +3.9% |
| 7D | +7.1% | +1.1% | +6.0% | +6.8% |
| 30D | -3.9% | -1.0% | -2.9% | -3.7% |
| 3M | -16.2% | +0.4% | -16.6% | -16.4% |
| 6M | -5.8% | -0.8% | -5.0% | -5.9% |
| YTD | -15.4% | +15.3% | -30.8% | -18.1% |
| 1Y | -16.7% | +17.9% | -34.6% | -19.6% |
| 3Y | +473.8% | +71.9% | +401.8% | +435.7% |
| All | +581.7% | +63.9% | +517.9% | +537.1% |
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