+12,412.3%
TYL vs EVRG
+2,068.9%
+10,343.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.1% |
| 3M | +18.1% | +0.4% | +17.7% | +17.9% |
| 6M | -1.1% | -0.8% | -0.3% | -1.2% |
| YTD | -19.8% | +15.3% | -35.1% | -23.9% |
| 1Y | -34.3% | +17.9% | -52.2% | -38.2% |
| 3Y | -8.2% | +71.9% | -80.2% | -24.4% |
| 5Y | -25.4% | +45.3% | -70.7% | -35.4% |
| 10Y | +115.6% | +113.1% | +2.5% | +58.3% |
| All | +12,412.3% | +2,068.9% | +10,343.4% | +4,973.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling