+7,716.4%
TPR vs EVRG
+1,137.3%
+6,579.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -2.3% | +1.1% | -3.4% | -2.9% |
| 30D | -23.0% | -1.0% | -22.0% | -22.7% |
| 3M | -12.5% | +0.4% | -12.9% | -12.9% |
| 6M | -21.4% | -0.8% | -20.6% | -21.6% |
| YTD | -3.5% | +15.3% | -18.9% | -11.5% |
| 1Y | +17.4% | +17.9% | -0.5% | +6.2% |
| 3Y | +291.3% | +71.9% | +219.3% | +183.1% |
| 5Y | +241.9% | +45.3% | +196.7% | +165.2% |
| 10Y | +322.7% | +113.1% | +209.6% | +161.7% |
| All | +7,716.4% | +1,137.3% | +6,579.2% | +2,154.5% |
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 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