+187.5%
TYL vs EVRG
+123.3%
+64.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -1.6% | +1.0% | -2.6% | -1.9% |
| 30D | +22.1% | +7.5% | +14.6% | +19.5% |
| 3M | +33.4% | +6.8% | +26.5% | +30.7% |
| 6M | +36.8% | +7.7% | +29.0% | +33.5% |
| YTD | -6.7% | +24.9% | -31.5% | -13.4% |
| 1Y | -9.2% | +18.1% | -27.3% | -14.3% |
| 3Y | +1.2% | +101.9% | -100.7% | -20.5% |
| 5Y | -23.0% | +67.0% | -90.0% | -35.8% |
| All | +187.5% | +123.3% | +64.2% | +112.2% |
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