+181.2%
TSCO vs EVRG
+113.9%
+67.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -8.8% | -1.2% | -7.5% | -8.4% |
| 3M | +6.3% | -0.6% | +6.9% | +6.5% |
| 6M | -32.3% | +2.4% | -34.7% | -32.8% |
| YTD | -32.7% | +15.5% | -48.1% | -35.7% |
| 1Y | -43.7% | +16.8% | -60.5% | -46.4% |
| 3Y | -19.7% | +75.0% | -94.7% | -32.9% |
| 5Y | -11.6% | +49.3% | -61.0% | -23.1% |
| All | +181.2% | +113.9% | +67.3% | +125.2% |
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