+151.1%
TOST vs EVRG
+104.1%
+47.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | +16.2% | +7.4% | +8.8% | +14.4% |
| 3M | -1.5% | +7.2% | -8.8% | -3.0% |
| 6M | +55.3% | +9.5% | +45.8% | +51.6% |
| YTD | -2.3% | +25.6% | -27.9% | -10.0% |
| 1Y | -5.5% | +20.4% | -25.9% | -11.3% |
| 3Y | +151.1% | +108.8% | +42.3% | +74.2% |
| All | +151.1% | +104.1% | +47.0% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling