+1,124.0%
TTMI vs EVRG
+113.9%
+1,010.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.0% | +3.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -8.4% | -1.2% | -7.2% | -8.0% |
| 3M | -32.5% | -0.6% | -31.8% | -32.5% |
| 6M | +32.5% | +2.4% | +30.0% | +30.5% |
| YTD | +83.2% | +15.5% | +67.8% | +71.7% |
| 1Y | +161.7% | +16.8% | +144.8% | +143.7% |
| 3Y | +890.1% | +75.0% | +815.1% | +667.5% |
| 5Y | +832.4% | +49.3% | +783.1% | +668.2% |
| All | +1,124.0% | +113.9% | +1,010.1% | +816.9% |
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