+1,137.8%
SRE vs TCOM
+2,569.4%
-1,431.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.2% |
| 7D | +1.5% | -10.2% | +11.6% | +2.5% |
| 30D | +0.8% | -16.8% | +17.7% | +2.6% |
| 3M | -5.8% | -16.7% | +10.9% | -4.4% |
| 6M | -7.8% | -27.1% | +19.3% | -5.3% |
| YTD | -2.4% | -45.5% | +43.2% | +2.9% |
| 1Y | +8.9% | -45.9% | +54.8% | +14.8% |
| 3Y | +31.1% | +9.8% | +21.3% | +27.0% |
| 5Y | +48.6% | +23.8% | +24.8% | +37.4% |
| 10Y | +126.1% | -10.8% | +136.9% | +108.3% |
| All | +1,137.8% | +2,569.4% | -1,431.6% | +652.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling