-46.7%
TOST vs EVRG
+56.5%
-103.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | -0.9% | +0.9% | -1.8% | -1.3% |
| 30D | -3.5% | -0.5% | -2.9% | -3.4% |
| 3M | +38.1% | +1.5% | +36.6% | +36.7% |
| 6M | +9.9% | +1.2% | +8.7% | +8.6% |
| YTD | -6.3% | +16.3% | -22.6% | -14.4% |
| 1Y | -18.3% | +20.3% | -38.6% | -27.0% |
| 3Y | +59.7% | +72.3% | -12.6% | +14.6% |
| All | -46.7% | +56.5% | -103.3% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling