+416.5%
TPR vs EVRG
+93.6%
+322.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | +14.2% | +1.9% | +12.3% | +13.7% |
| 30D | +17.1% | +9.0% | +8.1% | +14.9% |
| 3M | -17.7% | +6.3% | -24.0% | -18.9% |
| 6M | -10.2% | +9.9% | -20.1% | -12.4% |
| YTD | +4.9% | +23.8% | -18.9% | -1.2% |
| 1Y | +36.1% | +19.9% | +16.2% | +29.4% |
| 3Y | +416.5% | +94.3% | +322.2% | +316.5% |
| All | +416.5% | +93.6% | +322.9% | +316.5% |
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 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