-48.4%
TSLL vs EVRG
+20.4%
-68.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +1.2% |
| 7D | -11.0% | +3.5% | -14.5% | -9.3% |
| 30D | -5.3% | +9.2% | -14.5% | -0.9% |
| 3M | +20.8% | +8.6% | +12.2% | +25.8% |
| 6M | -36.0% | +10.0% | -46.0% | -34.3% |
| YTD | -47.3% | +25.1% | -72.4% | -46.7% |
| 1Y | -48.4% | +19.5% | -68.0% | -44.3% |
| All | -48.4% | +20.4% | -68.9% | -44.3% |
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