-24.8%
TYL vs EVRG
+45.5%
-70.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -3.7% | +1.1% | -4.8% | -4.0% |
| 30D | +18.7% | -1.0% | +19.7% | +19.0% |
| 3M | +18.1% | +0.4% | +17.7% | +17.9% |
| 6M | -1.1% | -0.8% | -0.3% | -1.1% |
| YTD | -19.8% | +15.3% | -35.1% | -24.3% |
| 1Y | -34.3% | +17.9% | -52.2% | -38.7% |
| 3Y | -8.2% | +71.9% | -80.2% | -26.8% |
| All | -24.8% | +45.5% | -70.3% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling