+118.2%
SRE vs TD
+306.3%
-188.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | -3.0% | -1.9% | -1.1% | -2.2% |
| 3M | -8.3% | +4.8% | -13.1% | -10.7% |
| 6M | -8.9% | +28.0% | -36.9% | -19.8% |
| YTD | -4.3% | +30.3% | -34.6% | -16.6% |
| 1Y | +2.7% | +59.8% | -57.0% | -19.3% |
| 3Y | +28.7% | +124.7% | -96.0% | -16.2% |
| 5Y | +47.1% | +127.0% | -79.8% | -6.9% |
| All | +118.2% | +306.3% | -188.1% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling