+2,228.8%
SRE vs TDY
+6,969.6%
-4,740.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.7% | -1.9% | +1.2% | -0.3% |
| 30D | -1.7% | -12.5% | +10.8% | +0.7% |
| 3M | -7.1% | -0.8% | -6.3% | -7.1% |
| 6M | -8.4% | -9.0% | +0.6% | -7.1% |
| YTD | -3.5% | +16.8% | -20.3% | -6.7% |
| 1Y | +5.4% | +9.5% | -4.1% | +3.0% |
| 3Y | +29.5% | +45.4% | -15.9% | +19.8% |
| 5Y | +48.3% | +37.8% | +10.5% | +37.6% |
| 10Y | +123.5% | +470.2% | -346.8% | +64.0% |
| All | +2,228.8% | +6,969.6% | -4,740.8% | +1,331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling