+129.5%
TLT vs EVRG
+2,070.2%
-1,940.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | -1.0% | +2.5% | -3.5% | -0.9% |
| 30D | +4.1% | +8.4% | -4.3% | +4.7% |
| 3M | -0.4% | +8.6% | -8.9% | +0.3% |
| 6M | -3.2% | +7.7% | -10.8% | -2.6% |
| YTD | -3.5% | +25.0% | -28.5% | -1.8% |
| 1Y | -5.8% | +18.7% | -24.6% | -4.6% |
| 3Y | +4.6% | +102.1% | -97.5% | +10.9% |
| 5Y | -34.4% | +66.8% | -101.2% | -31.5% |
| 10Y | -11.4% | +123.5% | -134.9% | -2.3% |
| All | +129.5% | +2,070.2% | -1,940.8% | +231.0% |
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