+311.2%
TPR vs EVRG
+114.7%
+196.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.2% |
| 7D | -3.4% | +0.9% | -4.3% | -3.9% |
| 30D | -27.3% | -0.5% | -26.8% | -27.2% |
| 3M | -16.2% | +1.5% | -17.7% | -17.2% |
| 6M | -17.9% | +1.2% | -19.0% | -19.0% |
| YTD | -7.1% | +16.3% | -23.4% | -15.6% |
| 1Y | +13.6% | +20.3% | -6.6% | +1.2% |
| 3Y | +293.7% | +72.3% | +221.4% | +178.7% |
| 5Y | +239.1% | +46.7% | +192.4% | +158.1% |
| 10Y | +311.2% | +113.8% | +197.4% | +161.5% |
| All | +311.2% | +114.7% | +196.5% | +161.5% |
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