-26.5%
TMUS vs EVRG
+17.4%
-43.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | +0.1% | +1.1% | -1.0% | -0.4% |
| 30D | +5.3% | -1.0% | +6.3% | +5.6% |
| 3M | +3.1% | +0.4% | +2.7% | +2.9% |
| 6M | -16.5% | -0.8% | -15.6% | -16.4% |
| YTD | -9.2% | +15.3% | -24.5% | -12.8% |
| 1Y | -26.5% | +17.9% | -44.4% | -32.7% |
| All | -26.5% | +17.4% | -43.9% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling