+443.1%
TTMI vs EVRG
+1,108.0%
-664.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +9.1% |
| 7D | +5.9% | +1.1% | +4.8% | +5.1% |
| 30D | -4.3% | -1.0% | -3.3% | -3.7% |
| 3M | -32.0% | +0.4% | -32.5% | -32.7% |
| 6M | +19.5% | -0.8% | +20.3% | +19.1% |
| YTD | +82.0% | +15.3% | +66.7% | +65.6% |
| 1Y | +172.6% | +17.9% | +154.7% | +144.3% |
| 3Y | +744.7% | +71.9% | +672.7% | +490.6% |
| 5Y | +805.6% | +45.3% | +760.3% | +591.2% |
| 10Y | +1,057.6% | +113.1% | +944.5% | +529.6% |
| All | +443.1% | +1,108.0% | -664.9% | -26.7% |
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