+513.1%
TRI vs EVRG
+1,420.4%
-907.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.4% |
| 7D | -8.4% | +0.6% | -9.0% | -8.6% |
| 30D | -6.5% | -0.2% | -6.2% | -6.4% |
| 3M | +18.6% | -0.5% | +19.0% | +18.8% |
| 6M | -10.4% | +0.2% | -10.6% | -10.8% |
| YTD | -23.7% | +14.9% | -38.6% | -28.0% |
| 1Y | -42.5% | +18.2% | -60.7% | -46.3% |
| 3Y | -19.3% | +70.2% | -89.5% | -34.7% |
| 5Y | -9.7% | +45.3% | -55.0% | -23.4% |
| 10Y | +194.4% | +112.4% | +82.0% | +106.6% |
| All | +513.1% | +1,420.4% | -907.4% | +107.7% |
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