+1,672.6%
TSM vs EVRG
+123.3%
+1,549.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +14.8% | +1.0% | +13.9% | +14.7% |
| 30D | -8.9% | +7.5% | -16.4% | -9.9% |
| 3M | -5.3% | +6.8% | -12.1% | -6.3% |
| 6M | +2.6% | +7.7% | -5.2% | +1.1% |
| YTD | +34.5% | +24.9% | +9.6% | +29.1% |
| 1Y | +41.0% | +18.1% | +22.9% | +36.6% |
| 3Y | +333.1% | +101.9% | +231.2% | +274.7% |
| 5Y | +270.1% | +67.0% | +203.1% | +231.6% |
| All | +1,672.6% | +123.3% | +1,549.3% | +1,344.8% |
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 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