+14,273.5%
TYL vs EVRG
+2,240.5%
+12,033.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +3.5% | +1.7% | +1.9% | +3.0% |
| 30D | +26.9% | +8.7% | +18.2% | +23.6% |
| 3M | +33.8% | +6.4% | +27.4% | +31.1% |
| 6M | +28.8% | +9.4% | +19.4% | +24.9% |
| YTD | -7.9% | +24.5% | -32.3% | -14.7% |
| 1Y | -9.8% | +20.5% | -30.2% | -15.7% |
| 3Y | +1.2% | +101.6% | -100.4% | -20.8% |
| 5Y | -22.8% | +67.5% | -90.3% | -36.1% |
| 10Y | +168.8% | +122.3% | +46.5% | +94.7% |
| All | +14,273.5% | +2,240.5% | +12,033.1% | +5,585.9% |
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 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