-19.2%
TRI vs EVRG
+72.5%
-91.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -7.9% | +0.1% | -8.0% | -7.9% |
| 30D | -4.5% | -1.2% | -3.3% | -4.3% |
| 3M | +22.1% | -0.6% | +22.7% | +22.3% |
| 6M | -2.8% | +2.4% | -5.2% | -3.2% |
| YTD | -23.4% | +15.5% | -38.9% | -25.9% |
| 1Y | -41.5% | +16.8% | -58.4% | -43.5% |
| 3Y | -19.2% | +75.0% | -94.2% | -27.3% |
| All | -19.2% | +72.5% | -91.7% | -27.3% |
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