+29.7%
SRE vs TCOM
+7.1%
+22.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -0.7% | -6.5% | +5.8% | -0.2% |
| 30D | -1.7% | -16.2% | +14.5% | -0.6% |
| 3M | -7.1% | -19.3% | +12.3% | -5.8% |
| 6M | -8.4% | -27.2% | +18.9% | -6.4% |
| YTD | -3.5% | -46.2% | +42.7% | +1.1% |
| 1Y | +5.4% | -46.6% | +52.0% | +10.4% |
| All | +29.7% | +7.1% | +22.6% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling