+1,535.1%
SRE vs TD
+3,038.9%
-1,503.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +1.4% | +0.9% | +0.6% | +1.1% |
| 30D | +1.9% | -0.7% | +2.5% | +2.0% |
| 3M | -3.3% | +6.3% | -9.5% | -5.5% |
| 6M | -6.4% | +27.9% | -34.3% | -14.4% |
| YTD | -1.8% | +29.8% | -31.6% | -10.8% |
| 1Y | +10.7% | +63.7% | -52.9% | -7.2% |
| 3Y | +31.8% | +128.3% | -96.5% | -2.5% |
| 5Y | +49.2% | +125.5% | -76.3% | +9.9% |
| 10Y | +118.5% | +296.7% | -178.2% | +32.0% |
| All | +1,535.1% | +3,038.9% | -1,503.9% | +549.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling