-55.4%
TSLL vs EVRG
+40.4%
-95.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.4% | -11.6% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | +17.8% | -1.0% | +18.8% | +18.1% |
| 3M | -37.0% | +0.4% | -37.4% | -38.1% |
| 6M | -37.7% | -0.8% | -36.8% | -38.3% |
| YTD | -51.4% | +15.3% | -66.7% | -56.2% |
| 1Y | -23.4% | +17.9% | -41.2% | -31.8% |
| 3Y | -30.8% | +71.9% | -102.7% | -50.4% |
| All | -55.4% | +40.4% | -95.8% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling