-56.8%
TSLL vs EVRG
+50.7%
-107.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.6% |
| 7D | -21.2% | +1.9% | -23.1% | -22.0% |
| 30D | -13.3% | +9.0% | -22.3% | -16.8% |
| 3M | +15.4% | +6.3% | +9.1% | +11.9% |
| 6M | -34.2% | +9.9% | -44.1% | -38.0% |
| YTD | -52.9% | +23.8% | -76.7% | -59.0% |
| 1Y | -54.3% | +19.9% | -74.2% | -59.4% |
| 3Y | -18.4% | +94.3% | -112.6% | -45.1% |
| All | -56.8% | +50.7% | -107.6% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling