+131.2%
TLT vs EVRG
+1,903.2%
-1,772.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.1% |
| 7D | -0.4% | +1.1% | -1.5% | -0.3% |
| 30D | -0.6% | -1.0% | +0.4% | -0.6% |
| 3M | -2.7% | +0.4% | -3.1% | -2.7% |
| 6M | -5.6% | -0.8% | -4.8% | -5.6% |
| YTD | -2.8% | +15.3% | -18.1% | -1.7% |
| 1Y | -1.4% | +17.9% | -19.3% | -0.1% |
| 3Y | -1.6% | +71.9% | -73.5% | +3.0% |
| 5Y | -33.8% | +45.3% | -79.1% | -31.7% |
| 10Y | -21.1% | +113.1% | -134.2% | -13.2% |
| All | +131.2% | +1,903.2% | -1,772.0% | +231.5% |
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