+45.5%
SRE vs TD
+125.7%
-80.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -3.0% | -1.9% | -1.1% | -2.4% |
| 3M | -8.3% | +4.8% | -13.1% | -10.1% |
| 6M | -8.9% | +28.0% | -36.9% | -17.4% |
| YTD | -4.3% | +30.3% | -34.6% | -14.0% |
| 1Y | +2.7% | +59.8% | -57.0% | -14.9% |
| 3Y | +28.7% | +124.7% | -96.0% | -8.0% |
| All | +45.5% | +125.7% | -80.2% | +5.2% |
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