+376.4%
TTD vs EVRG
+109.2%
+267.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +6.3% | -1.2% | +7.5% | +6.6% |
| 3M | -24.1% | -0.6% | -23.5% | -24.1% |
| 6M | -47.4% | +2.4% | -49.9% | -48.0% |
| YTD | -62.2% | +15.5% | -77.7% | -63.9% |
| 1Y | -68.3% | +16.8% | -85.1% | -69.9% |
| 3Y | -83.4% | +75.0% | -158.4% | -86.2% |
| 5Y | -80.3% | +49.3% | -129.6% | -82.9% |
| All | +376.4% | +109.2% | +267.2% | +288.1% |
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