-9.6%
TYL vs EVRG
+19.9%
-29.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +6.7% | +1.9% | +4.8% | +6.8% |
| 30D | +26.5% | +9.0% | +17.5% | +28.2% |
| 3M | +37.3% | +6.3% | +31.0% | +38.3% |
| 6M | +31.2% | +9.9% | +21.3% | +34.4% |
| YTD | -7.4% | +23.8% | -31.2% | +1.2% |
| 1Y | -9.6% | +19.9% | -29.5% | -2.0% |
| All | -9.6% | +19.9% | -29.5% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling