+668.0%
TSEM vs EVRG
+71.7%
+596.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.4% |
| 7D | +4.7% | +0.6% | +4.2% | +4.7% |
| 30D | -14.2% | -0.2% | -14.0% | -14.2% |
| 3M | -5.0% | -0.5% | -4.6% | -5.2% |
| 6M | +87.6% | +0.2% | +87.4% | +87.1% |
| YTD | +84.4% | +14.9% | +69.6% | +81.2% |
| 1Y | +235.4% | +18.2% | +217.2% | +228.5% |
| All | +668.0% | +71.7% | +596.3% | +605.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling