+8,187.2%
TMO vs EVRG
+2,071.0%
+6,116.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +1.1% | -1.2% | +2.4% | +1.5% |
| 3M | +28.3% | -0.6% | +28.9% | +28.5% |
| 6M | +23.3% | +2.4% | +20.8% | +21.8% |
| YTD | +5.5% | +15.5% | -10.0% | -0.2% |
| 1Y | +24.5% | +16.8% | +7.7% | +17.3% |
| 3Y | +19.6% | +75.0% | -55.4% | -2.7% |
| 5Y | +8.1% | +49.3% | -41.2% | -7.7% |
| 10Y | +336.7% | +113.5% | +223.3% | +216.9% |
| All | +8,187.2% | +2,071.0% | +6,116.1% | +2,591.6% |
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