+52.8%
TMUS vs EVRG
+66.8%
-13.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +8.2% | +2.5% | +5.7% | +7.1% |
| 30D | +13.4% | +8.4% | +5.0% | +9.9% |
| 3M | -3.0% | +8.6% | -11.6% | -6.2% |
| 6M | -8.8% | +7.7% | -16.4% | -11.5% |
| YTD | -13.8% | +25.0% | -38.8% | -21.2% |
| 1Y | -17.1% | +18.7% | -35.8% | -22.6% |
| 3Y | +22.7% | +102.1% | -79.4% | -6.5% |
| 5Y | +52.8% | +66.8% | -14.0% | +25.4% |
| All | +52.8% | +66.8% | -13.9% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling