+15,818.7%
TT vs EVRG
+2,068.9%
+13,749.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | -7.2% | -1.0% | -6.1% | -6.8% |
| 3M | -3.0% | +0.4% | -3.4% | -3.3% |
| 6M | +1.4% | -0.8% | +2.2% | +1.4% |
| YTD | +15.9% | +15.3% | +0.6% | +9.0% |
| 1Y | +9.4% | +17.9% | -8.5% | +1.9% |
| 3Y | +124.4% | +71.9% | +52.4% | +77.6% |
| 5Y | +138.0% | +45.3% | +92.8% | +100.3% |
| 10Y | +886.4% | +113.1% | +773.3% | +585.8% |
| All | +15,818.7% | +2,068.9% | +13,749.7% | +4,473.3% |
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