+123.6%
TT vs EVRG
+71.2%
+52.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | -7.2% | -1.0% | -6.1% | -7.0% |
| 3M | -3.0% | +0.4% | -3.4% | -3.2% |
| 6M | +1.4% | -0.8% | +2.2% | +1.3% |
| YTD | +15.9% | +15.3% | +0.6% | +12.0% |
| 1Y | +9.4% | +17.9% | -8.5% | +5.2% |
| All | +123.6% | +71.2% | +52.4% | +93.4% |
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