+4.5%
TSLA vs EVRG
+18.2%
-13.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.1% |
| 7D | -3.4% | -0.7% | -2.7% | -3.5% |
| 30D | +9.2% | 0.0% | +9.2% | +9.1% |
| 3M | -4.7% | -1.0% | -3.8% | -5.5% |
| 6M | -8.9% | +1.0% | -9.9% | -9.9% |
| YTD | -19.2% | +15.1% | -34.2% | -22.7% |
| 1Y | +4.5% | +17.6% | -13.0% | -3.0% |
| All | +4.5% | +18.2% | -13.7% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling