+15.4%
TSLL vs EVRG
+4.2%
+11.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.8% |
| 7D | -21.2% | +1.9% | -23.1% | -19.7% |
| 30D | -13.3% | +9.0% | -22.3% | -9.9% |
| 3M | +15.4% | +6.3% | +9.1% | +19.9% |
| All | +15.4% | +4.2% | +11.2% | +19.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling