+24.4%
TXG vs EVRG
+64.1%
-39.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.9% | +4.4% |
| 7D | +9.4% | +0.9% | +8.5% | +9.1% |
| 30D | +26.1% | -0.5% | +26.6% | +26.2% |
| 3M | +124.8% | +1.5% | +123.3% | +122.9% |
| 6M | +215.2% | +1.2% | +214.1% | +212.2% |
| YTD | +302.2% | +16.3% | +285.9% | +278.9% |
| 1Y | +370.9% | +20.3% | +350.7% | +338.4% |
| 3Y | +38.5% | +72.3% | -33.8% | +12.6% |
| 5Y | -64.4% | +46.7% | -111.1% | -69.6% |
| All | +24.4% | +64.1% | -39.8% | +5.6% |
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