+14,355.3%
TYL vs EVRG
+2,228.5%
+12,126.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +6.7% | +1.9% | +4.8% | +6.0% |
| 30D | +26.5% | +9.0% | +17.5% | +23.1% |
| 3M | +37.3% | +6.3% | +31.0% | +34.5% |
| 6M | +31.2% | +9.9% | +21.3% | +27.0% |
| YTD | -7.4% | +23.8% | -31.2% | -14.1% |
| 1Y | -9.6% | +19.9% | -29.5% | -15.3% |
| 3Y | +1.9% | +94.3% | -92.4% | -19.3% |
| 5Y | -21.1% | +64.6% | -85.8% | -34.3% |
| 10Y | +171.8% | +121.7% | +50.0% | +97.0% |
| All | +14,355.3% | +2,228.5% | +12,126.8% | +5,627.8% |
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 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