+357.0%
TPR vs EVRG
+123.3%
+233.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -1.1% | +1.0% | -2.1% | -1.7% |
| 30D | +15.1% | +7.5% | +7.6% | +10.6% |
| 3M | -13.4% | +6.8% | -20.2% | -16.5% |
| 6M | +1.4% | +7.7% | -6.4% | -3.1% |
| YTD | +4.8% | +24.9% | -20.1% | -8.4% |
| 1Y | +29.2% | +18.1% | +11.1% | +16.5% |
| 3Y | +403.7% | +101.9% | +301.8% | +226.2% |
| 5Y | +230.8% | +67.0% | +163.8% | +132.8% |
| All | +357.0% | +123.3% | +233.7% | +187.9% |
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