+104.9%
TYL vs EVRG
+114.7%
-9.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.3% | -4.7% |
| 7D | -7.6% | +0.9% | -8.5% | -7.9% |
| 30D | +11.3% | -0.5% | +11.9% | +11.4% |
| 3M | +14.5% | +1.5% | +13.0% | +13.9% |
| 6M | -7.1% | +1.2% | -8.3% | -7.8% |
| YTD | -23.4% | +16.3% | -39.7% | -27.4% |
| 1Y | -38.6% | +20.3% | -58.8% | -42.5% |
| 3Y | -11.3% | +72.3% | -83.6% | -26.8% |
| 5Y | -28.0% | +46.7% | -74.7% | -37.6% |
| 10Y | +104.9% | +113.8% | -8.9% | +56.1% |
| All | +104.9% | +114.7% | -9.8% | +56.1% |
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