-59.4%
TXG vs EVRG
+48.0%
-107.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.3% |
| 3M | +136.1% | -0.6% | +136.7% | +135.4% |
| 6M | +235.2% | +2.4% | +232.8% | +228.2% |
| YTD | +320.5% | +15.5% | +305.1% | +286.4% |
| 1Y | +425.2% | +16.8% | +408.4% | +379.3% |
| 3Y | +42.9% | +75.0% | -32.1% | +1.8% |
| All | -59.4% | +48.0% | -107.4% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling