+8,579.1%
TPR vs EVRG
+1,242.0%
+7,337.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +12.1% | +3.5% | +8.6% | +10.1% |
| 30D | +16.7% | +9.2% | +7.4% | +11.3% |
| 3M | -17.4% | +8.6% | -26.0% | -21.1% |
| 6M | +2.3% | +10.0% | -7.7% | -3.2% |
| YTD | +7.1% | +25.1% | -18.0% | -6.0% |
| 1Y | +29.5% | +19.5% | +10.0% | +16.3% |
| 3Y | +415.0% | +102.3% | +312.8% | +241.9% |
| 5Y | +261.5% | +66.8% | +194.6% | +160.1% |
| 10Y | +383.3% | +125.0% | +258.3% | +190.5% |
| All | +8,579.1% | +1,242.0% | +7,337.1% | +2,296.0% |
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