+1,239.7%
TNA vs EVRG
+743.3%
+496.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -2.2% |
| 7D | -3.6% | +0.6% | -4.2% | -4.4% |
| 30D | -10.1% | -0.2% | -9.8% | -10.1% |
| 3M | +2.7% | -0.5% | +3.1% | +2.0% |
| 6M | +38.4% | +0.2% | +38.2% | +34.4% |
| YTD | +45.4% | +14.9% | +30.5% | +12.6% |
| 1Y | +55.9% | +18.2% | +37.7% | +14.7% |
| 3Y | +109.8% | +70.2% | +39.6% | -15.6% |
| 5Y | -22.5% | +45.3% | -67.9% | -59.9% |
| 10Y | +87.5% | +112.4% | -24.9% | -55.7% |
| All | +1,239.7% | +743.3% | +496.4% | -91.1% |
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