-97.2%
TSLQ vs EVRG
+54.1%
-151.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.9% | -8.8% | -7.7% |
| 7D | -8.6% | +0.9% | -9.5% | -8.2% |
| 30D | -24.9% | -0.5% | -24.3% | -25.0% |
| 3M | -1.5% | +1.5% | -3.0% | -0.9% |
| 6M | -18.1% | +1.2% | -19.2% | -17.6% |
| YTD | -0.1% | +16.3% | -16.4% | +7.1% |
| 1Y | -51.4% | +20.3% | -71.6% | -46.9% |
| 3Y | -95.9% | +72.3% | -168.2% | -94.8% |
| All | -97.2% | +54.1% | -151.4% | -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 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