-23.0%
TNA vs EVRG
+48.0%
-71.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.7% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -14.2% | -1.2% | -12.9% | -13.2% |
| 3M | -4.6% | -0.6% | -3.9% | -4.8% |
| 6M | +36.9% | +2.4% | +34.5% | +31.2% |
| YTD | +42.5% | +15.5% | +27.1% | +17.9% |
| 1Y | +45.8% | +16.8% | +28.9% | +18.5% |
| 3Y | +104.7% | +75.0% | +29.6% | +0.5% |
| All | -23.0% | +48.0% | -71.0% | -54.4% |
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