-51.7%
TSLL vs EVRG
+52.3%
-104.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -11.0% | +3.5% | -14.5% | -12.4% |
| 30D | -5.3% | +9.2% | -14.5% | -9.1% |
| 3M | +20.8% | +8.6% | +12.2% | +16.1% |
| 6M | -36.0% | +10.0% | -46.0% | -39.6% |
| YTD | -47.3% | +25.1% | -72.4% | -54.3% |
| 1Y | -48.4% | +19.5% | -68.0% | -54.0% |
| 3Y | -5.4% | +102.3% | -107.7% | -37.8% |
| All | -51.7% | +52.3% | -104.0% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling