+419.8%
TXN vs EVRG
+113.9%
+305.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -2.9% | -1.2% | -1.6% | -2.5% |
| 3M | -9.1% | -0.6% | -8.5% | -9.2% |
| 6M | +36.6% | +2.4% | +34.2% | +34.9% |
| YTD | +57.5% | +15.5% | +42.0% | +48.5% |
| 1Y | +49.5% | +16.8% | +32.7% | +40.1% |
| 3Y | +76.5% | +75.0% | +1.5% | +39.8% |
| 5Y | +62.4% | +49.3% | +13.0% | +35.8% |
| All | +419.8% | +113.9% | +305.9% | +284.3% |
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 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