+912.0%
TSN vs EVRG
+2,087.5%
-1,175.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | -5.0% | +0.9% | -5.9% | -5.4% |
| 30D | -9.1% | -0.5% | -8.5% | -9.0% |
| 3M | -7.4% | +1.5% | -8.9% | -8.0% |
| 6M | -13.4% | +1.2% | -14.5% | -13.9% |
| YTD | -8.5% | +16.3% | -24.8% | -13.4% |
| 1Y | -3.2% | +20.3% | -23.4% | -9.5% |
| 3Y | +11.5% | +72.3% | -60.8% | -8.4% |
| 5Y | -19.5% | +46.7% | -66.2% | -30.7% |
| 10Y | -9.1% | +113.8% | -122.9% | -33.6% |
| All | +912.0% | +2,087.5% | -1,175.5% | +232.1% |
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