+320.5%
TMUS vs EVRG
+552.0%
-231.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.2% |
| 7D | +0.1% | +1.1% | -1.0% | -0.5% |
| 30D | +5.3% | -1.0% | +6.3% | +5.7% |
| 3M | +3.1% | +0.4% | +2.7% | +2.8% |
| 6M | -16.5% | -0.8% | -15.6% | -16.3% |
| YTD | -9.2% | +15.3% | -24.5% | -15.6% |
| 1Y | -26.5% | +17.9% | -44.4% | -32.6% |
| 3Y | +39.0% | +71.9% | -32.9% | +4.5% |
| 5Y | +40.4% | +45.3% | -4.9% | +13.4% |
| 10Y | +303.7% | +113.1% | +190.6% | +143.6% |
| All | +320.5% | +552.0% | -231.6% | +6.4% |
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 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