+145.7%
TRU vs EVRG
+113.9%
+31.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -2.0% | -1.2% | -0.8% | -1.5% |
| 3M | +18.4% | -0.6% | +19.1% | +18.8% |
| 6M | +8.9% | +2.4% | +6.4% | +7.4% |
| YTD | -8.9% | +15.5% | -24.4% | -15.6% |
| 1Y | -15.9% | +16.8% | -32.7% | -22.6% |
| 3Y | -1.1% | +75.0% | -76.1% | -26.1% |
| 5Y | -35.2% | +49.3% | -84.5% | -48.1% |
| All | +145.7% | +113.9% | +31.7% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling