+1,815.4%
TSM vs EVRG
+111.7%
+1,703.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +4.8% | +0.6% | +4.2% | +4.7% |
| 30D | +4.0% | -0.2% | +4.3% | +4.1% |
| 3M | +2.0% | -0.5% | +2.4% | +1.9% |
| 6M | +25.5% | +0.2% | +25.3% | +25.1% |
| YTD | +44.0% | +14.9% | +29.1% | +40.0% |
| 1Y | +75.4% | +18.2% | +57.2% | +69.7% |
| 3Y | +406.7% | +70.2% | +336.6% | +352.5% |
| 5Y | +285.0% | +45.3% | +239.6% | +253.8% |
| 10Y | +1,815.4% | +112.4% | +1,703.0% | +1,465.2% |
| All | +1,815.4% | +111.7% | +1,703.7% | +1,465.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling