+41.9%
TMUS vs EVRG
+44.9%
-3.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.9% |
| 7D | -5.3% | +0.6% | -5.9% | -5.5% |
| 30D | +0.1% | -0.2% | +0.3% | +0.1% |
| 3M | -0.6% | -0.5% | -0.2% | -0.5% |
| 6M | -17.5% | +0.2% | -17.7% | -17.7% |
| YTD | -11.3% | +14.9% | -26.1% | -16.1% |
| 1Y | -25.4% | +18.2% | -43.6% | -30.4% |
| 3Y | +35.5% | +70.2% | -34.7% | +10.1% |
| 5Y | +41.9% | +45.3% | -3.4% | +20.8% |
| All | +41.9% | +44.9% | -3.0% | +20.8% |
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 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