+13,634.3%
TSM vs EVRG
+851.8%
+12,782.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.0% |
| 7D | +2.7% | +1.1% | +1.6% | +2.3% |
| 30D | +3.6% | -1.0% | +4.6% | +3.9% |
| 3M | -3.4% | +0.4% | -3.8% | -3.9% |
| 6M | +20.6% | -0.8% | +21.5% | +20.2% |
| YTD | +41.9% | +15.3% | +26.5% | +33.9% |
| 1Y | +84.4% | +17.9% | +66.5% | +72.6% |
| 3Y | +380.2% | +71.9% | +308.3% | +284.5% |
| 5Y | +275.3% | +45.3% | +230.1% | +214.9% |
| 10Y | +1,751.4% | +113.1% | +1,638.3% | +1,152.2% |
| All | +13,634.3% | +851.8% | +12,782.5% | +4,285.6% |
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 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