+30.0%
TXG vs EVRG
+62.9%
-32.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +9.5% | +0.1% | +9.4% | +9.4% |
| 30D | +18.8% | -1.2% | +20.0% | +19.2% |
| 3M | +136.1% | -0.6% | +136.7% | +135.7% |
| 6M | +235.2% | +2.4% | +232.8% | +230.5% |
| YTD | +320.5% | +15.5% | +305.1% | +297.1% |
| 1Y | +425.2% | +16.8% | +408.4% | +393.7% |
| 3Y | +42.9% | +75.0% | -32.1% | +15.6% |
| 5Y | -62.8% | +49.3% | -112.2% | -68.4% |
| All | +30.0% | +62.9% | -32.9% | +10.7% |
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 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