+29.2%
TPR vs EVRG
+18.7%
+10.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -1.1% | +1.0% | -2.1% | -1.2% |
| 30D | +15.1% | +7.5% | +7.6% | +15.0% |
| 3M | -13.4% | +6.8% | -20.2% | -13.5% |
| 6M | +1.4% | +7.7% | -6.4% | +1.1% |
| YTD | +4.8% | +24.9% | -20.1% | +6.3% |
| 1Y | +29.2% | +18.1% | +11.1% | +31.6% |
| All | +29.2% | +18.7% | +10.5% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling