+1.8%
TYL vs EVRG
+104.1%
-102.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | +21.1% | +7.4% | +13.7% | +19.9% |
| 3M | +28.9% | +7.2% | +21.7% | +27.6% |
| 6M | +42.0% | +9.5% | +32.5% | +40.2% |
| YTD | -6.6% | +25.6% | -32.2% | -10.4% |
| 1Y | -9.1% | +20.4% | -29.4% | -11.9% |
| 3Y | +1.8% | +108.8% | -107.0% | -8.9% |
| All | +1.8% | +104.1% | -102.3% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling