-7.7%
SRE vs TDY
+22.9%
-30.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | -2.3% |
| 7D | -2.1% | -5.0% | +3.0% | -1.5% |
| 30D | +6.1% | +2.0% | +4.1% | +5.9% |
| 3M | -3.5% | -7.7% | +4.2% | -2.6% |
| 6M | -10.8% | -0.9% | -9.9% | -10.8% |
| YTD | -4.0% | +23.7% | -27.7% | -7.9% |
| 1Y | -7.7% | +23.6% | -31.3% | -11.1% |
| All | -7.7% | +22.9% | -30.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling