+125.1%
TLT vs EVRG
+2,081.0%
-1,955.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -3.1% | +1.4% | -4.5% | -3.0% |
| 30D | +1.0% | +7.4% | -6.3% | +1.6% |
| 3M | -2.7% | +7.2% | -9.9% | -2.2% |
| 6M | -4.1% | +9.5% | -13.6% | -3.5% |
| YTD | -5.4% | +25.6% | -30.9% | -3.7% |
| 1Y | -7.0% | +20.4% | -27.4% | -5.7% |
| 3Y | +2.8% | +108.8% | -106.0% | +9.4% |
| 5Y | -35.4% | +68.0% | -103.3% | -32.5% |
| 10Y | -13.1% | +124.6% | -137.7% | -4.1% |
| All | +125.1% | +2,081.0% | -1,955.9% | +224.8% |
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