+1.3%
TT vs EVRG
+18.7%
-17.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +8.1% | +1.0% | +7.1% | +7.9% |
| 30D | -11.3% | +7.5% | -18.8% | -12.2% |
| 3M | -11.2% | +6.8% | -18.0% | -12.1% |
| 6M | -8.9% | +7.7% | -16.7% | -10.1% |
| YTD | +9.7% | +24.9% | -15.1% | +4.1% |
| 1Y | +1.3% | +18.1% | -16.9% | -1.2% |
| All | +1.3% | +18.7% | -17.4% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling