-34.2%
TSLL vs EVRG
+9.6%
-43.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -7.2% |
| 3M | +15.4% | +6.3% | +9.1% | +20.6% |
| 6M | -34.2% | +9.9% | -44.1% | -36.3% |
| All | -34.2% | +9.6% | -43.9% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling