+736.3%
TT vs EVRG
+124.6%
+611.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +4.0% | +1.4% | +2.6% | +3.5% |
| 30D | -11.3% | +7.4% | -18.7% | -13.8% |
| 3M | -12.3% | +7.2% | -19.5% | -14.7% |
| 6M | -10.8% | +9.5% | -20.3% | -14.2% |
| YTD | +8.2% | +25.6% | -17.4% | -1.6% |
| 1Y | +1.5% | +20.3% | -18.9% | -6.1% |
| 3Y | +91.5% | +108.8% | -17.3% | +40.1% |
| 5Y | +130.2% | +67.9% | +62.3% | +83.3% |
| All | +736.3% | +124.6% | +611.7% | +517.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling