+411.0%
TSM vs EVRG
+72.7%
+338.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.6% |
| 7D | +6.0% | +0.9% | +5.2% | +6.3% |
| 30D | +4.5% | -0.5% | +5.1% | +4.4% |
| 3M | +3.1% | +1.5% | +1.6% | +3.5% |
| 6M | +30.2% | +1.2% | +29.1% | +30.8% |
| YTD | +45.2% | +16.3% | +28.9% | +50.0% |
| 1Y | +79.6% | +20.3% | +59.3% | +87.4% |
| 3Y | +411.0% | +72.3% | +338.7% | +489.6% |
| All | +411.0% | +72.7% | +338.3% | +489.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling