+74.4%
TSLA vs EVRG
+104.1%
-29.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +8.9% | +1.4% | +7.5% | +8.7% |
| 30D | +6.3% | +7.4% | -1.1% | +5.1% |
| 3M | +14.8% | +7.2% | +7.6% | +13.5% |
| 6M | -12.4% | +9.5% | -21.8% | -14.1% |
| YTD | -13.2% | +25.6% | -38.8% | -18.7% |
| 1Y | -2.9% | +20.4% | -23.3% | -7.7% |
| 3Y | +74.4% | +108.8% | -34.4% | +37.0% |
| All | +74.4% | +104.1% | -29.7% | +37.0% |
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 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