-46.0%
TSLL vs EVRG
+15.1%
-61.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.2% | -6.0% |
| 7D | -9.4% | +2.3% | -11.8% | -8.6% |
| 30D | +1.6% | +9.0% | -7.4% | +4.9% |
| 3M | +29.4% | +3.7% | +25.7% | +31.0% |
| 6M | -20.1% | +6.8% | -26.9% | -20.0% |
| YTD | -44.5% | +21.9% | -66.4% | -47.7% |
| 1Y | -46.0% | +15.8% | -61.8% | -43.5% |
| All | -46.0% | +15.1% | -61.1% | -43.5% |
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