-21.0%
TSLQ vs EVRG
+15.1%
-36.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.9% | +5.6% | +6.1% |
| 7D | +9.8% | +2.3% | +7.5% | +8.9% |
| 30D | -6.0% | +9.0% | -15.0% | -8.9% |
| 3M | -35.0% | +3.7% | -38.7% | -35.8% |
| 6M | -24.9% | +6.8% | -31.7% | -24.5% |
| YTD | -12.7% | +21.9% | -34.6% | -6.8% |
| 1Y | -21.0% | +15.8% | -36.8% | -23.7% |
| All | -21.0% | +15.1% | -36.1% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling