+215.6%
TRU vs EVRG
+253.3%
-37.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -9.4% | -0.7% | -8.7% | -9.1% |
| 30D | -4.1% | 0.0% | -4.1% | -4.2% |
| 3M | +13.6% | -1.0% | +14.5% | +14.1% |
| 6M | +3.6% | +1.0% | +2.6% | +2.9% |
| YTD | -9.8% | +15.1% | -24.9% | -15.9% |
| 1Y | -13.6% | +17.6% | -31.2% | -20.5% |
| 3Y | -2.0% | +70.5% | -72.4% | -24.6% |
| 5Y | -35.8% | +48.9% | -84.7% | -47.9% |
| 10Y | +142.9% | +112.8% | +30.1% | +74.4% |
| All | +215.6% | +253.3% | -37.7% | +112.3% |
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 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