-2.8%
TSLL vs EVRG
+102.9%
-105.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | +33.0% | +1.0% | +32.0% | +32.6% |
| 30D | +7.7% | +7.5% | +0.2% | +5.4% |
| 3M | +34.7% | +6.8% | +27.9% | +31.9% |
| 6M | -31.5% | +7.7% | -39.3% | -33.9% |
| YTD | -42.4% | +24.9% | -67.2% | -49.2% |
| 1Y | -39.7% | +18.1% | -57.8% | -44.9% |
| All | -2.8% | +102.9% | -105.7% | -35.4% |
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