-97.1%
TSLQ vs EVRG
+52.5%
-149.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +5.7% | -0.7% | +6.4% | +5.5% |
| 30D | -21.1% | 0.0% | -21.1% | -21.0% |
| 3M | -11.5% | -1.0% | -10.6% | -11.7% |
| 6M | -14.9% | +1.0% | -15.9% | -14.3% |
| YTD | +2.4% | +15.1% | -12.7% | +9.4% |
| 1Y | -49.8% | +17.6% | -67.4% | -45.6% |
| 3Y | -95.8% | +70.5% | -166.3% | -94.7% |
| All | -97.1% | +52.5% | -149.6% | -96.8% |
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