+36.0%
TSM vs EVRG
+15.1%
+20.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -1.9% |
| 7D | -10.0% | +2.3% | -12.3% | -9.2% |
| 30D | -18.5% | +9.0% | -27.5% | -16.3% |
| 3M | -4.9% | +3.7% | -8.6% | -3.7% |
| 6M | -1.0% | +6.8% | -7.8% | +0.8% |
| YTD | +31.3% | +21.9% | +9.3% | +29.9% |
| 1Y | +36.0% | +15.8% | +20.2% | +38.1% |
| All | +36.0% | +15.1% | +20.9% | +38.1% |
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