+12,702.2%
TSM vs EVRG
+936.3%
+11,765.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.9% |
| 7D | +6.2% | +1.4% | +4.8% | +5.7% |
| 30D | -7.3% | +7.4% | -14.7% | -9.7% |
| 3M | -7.1% | +7.2% | -14.4% | -9.6% |
| 6M | +0.2% | +9.5% | -9.2% | -3.5% |
| YTD | +32.2% | +25.6% | +6.7% | +21.0% |
| 1Y | +42.8% | +20.4% | +22.4% | +32.5% |
| 3Y | +330.4% | +108.8% | +221.6% | +221.4% |
| 5Y | +263.9% | +68.0% | +196.0% | +189.6% |
| 10Y | +1,580.2% | +124.6% | +1,455.6% | +1,016.3% |
| All | +12,702.2% | +936.3% | +11,765.8% | +3,862.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling