+278.9%
TSM vs EVRG
+66.8%
+212.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +4.4% | +2.5% | +2.0% | +4.6% |
| 30D | -7.0% | +8.4% | -15.4% | -6.7% |
| 3M | -1.8% | +8.6% | -10.4% | -1.5% |
| 6M | +2.7% | +7.7% | -5.0% | +2.9% |
| YTD | +37.1% | +25.0% | +12.1% | +36.9% |
| 1Y | +43.5% | +18.7% | +24.7% | +43.5% |
| 3Y | +341.5% | +102.1% | +239.4% | +324.9% |
| 5Y | +278.9% | +66.8% | +212.0% | +279.7% |
| All | +278.9% | +66.8% | +212.1% | +279.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling