+49.4%
SRE vs TD
+101.4%
-52.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.8% | +1.1% | +0.6% | +1.3% |
| 30D | -3.0% | +5.2% | -8.2% | -4.8% |
| 3M | -7.3% | +1.2% | -8.5% | -7.8% |
| 6M | -11.9% | +17.7% | -29.6% | -17.5% |
| YTD | -7.9% | +34.2% | -42.1% | -18.2% |
| 1Y | -11.1% | +55.4% | -66.6% | -25.7% |
| 3Y | +24.8% | +130.4% | -105.6% | -12.0% |
| All | +49.4% | +101.4% | -52.0% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling