+48,339.6%
TSCO vs EVRG
+1,202.7%
+47,136.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.4% | -3.3% |
| 7D | -2.5% | +0.6% | -3.0% | -2.6% |
| 30D | -1.1% | -0.2% | -0.9% | -1.0% |
| 3M | +14.3% | -0.5% | +14.7% | +14.4% |
| 6M | -31.9% | +0.2% | -32.1% | -32.0% |
| YTD | -30.7% | +14.9% | -45.6% | -33.8% |
| 1Y | -41.1% | +18.2% | -59.3% | -44.2% |
| 3Y | -17.1% | +70.2% | -87.3% | -30.6% |
| 5Y | -7.5% | +45.3% | -52.9% | -19.2% |
| 10Y | +192.6% | +112.4% | +80.2% | +118.2% |
| All | +48,339.6% | +1,202.7% | +47,136.9% | +26,308.7% |
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