+310.3%
TPR vs EVRG
+71.7%
+238.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.3% | +1.1% | -3.4% | -2.6% |
| 30D | -23.0% | -1.0% | -22.0% | -22.8% |
| 3M | -12.5% | +0.4% | -12.9% | -12.7% |
| 6M | -21.4% | -0.8% | -20.6% | -21.4% |
| YTD | -3.5% | +15.3% | -18.9% | -7.7% |
| 1Y | +17.4% | +17.9% | -0.5% | +11.5% |
| All | +310.3% | +71.7% | +238.6% | +230.3% |
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