+8,607.9%
TPR vs EVRG
+1,235.2%
+7,372.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.2% |
| 7D | +12.7% | +1.7% | +11.0% | +11.7% |
| 30D | +17.1% | +8.7% | +8.4% | +11.9% |
| 3M | -15.9% | +6.4% | -22.3% | -18.8% |
| 6M | +2.6% | +9.4% | -6.8% | -2.6% |
| YTD | +7.5% | +24.5% | -17.0% | -5.4% |
| 1Y | +32.9% | +20.5% | +12.5% | +18.9% |
| 3Y | +413.8% | +101.6% | +312.2% | +241.7% |
| 5Y | +263.9% | +67.5% | +196.4% | +161.2% |
| 10Y | +389.7% | +122.3% | +267.4% | +196.2% |
| All | +8,607.9% | +1,235.2% | +7,372.7% | +2,310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling