+11.3%
TSEM vs EVRG
+1,280.5%
-1,269.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.5% | +8.3% | +8.0% |
| 7D | +6.9% | +1.1% | +5.8% | +6.6% |
| 30D | +5.3% | -1.0% | +6.3% | +5.6% |
| 3M | -14.9% | +0.4% | -15.3% | -15.2% |
| 6M | +80.0% | -0.8% | +80.9% | +79.8% |
| YTD | +89.4% | +15.3% | +74.0% | +82.1% |
| 1Y | +253.1% | +17.9% | +235.2% | +237.5% |
| 3Y | +642.1% | +71.9% | +570.2% | +541.2% |
| 5Y | +659.1% | +45.3% | +613.8% | +576.4% |
| 10Y | +1,291.4% | +113.1% | +1,178.3% | +996.3% |
| All | +11.3% | +1,280.5% | -1,269.2% | -43.2% |
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 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