-23.1%
TYL vs EVRG
+66.7%
-89.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +0.8% | +1.4% | -0.6% | +0.4% |
| 30D | +21.1% | +7.4% | +13.7% | +18.4% |
| 3M | +28.9% | +7.2% | +21.7% | +26.0% |
| 6M | +42.0% | +9.5% | +32.5% | +37.6% |
| YTD | -6.6% | +25.6% | -32.2% | -14.3% |
| 1Y | -9.1% | +20.4% | -29.4% | -15.3% |
| 3Y | +1.8% | +108.8% | -107.0% | -25.4% |
| All | -23.1% | +66.7% | -89.8% | -37.7% |
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