+95.7%
TT vs EVRG
+100.3%
-4.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.6% |
| 7D | +1.7% | +1.7% | +0.1% | +1.5% |
| 30D | -11.8% | +8.7% | -20.5% | -13.1% |
| 3M | -12.6% | +6.4% | -19.0% | -13.6% |
| 6M | -9.4% | +9.4% | -18.8% | -10.9% |
| YTD | +8.8% | +24.5% | -15.6% | +4.4% |
| 1Y | -2.5% | +20.5% | -23.0% | -5.9% |
| 3Y | +95.7% | +101.6% | -5.9% | +77.4% |
| All | +95.7% | +100.3% | -4.7% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling