+31.8%
SRE vs TLN
+494.5%
-462.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.5% |
| 7D | +1.4% | +10.9% | -9.5% | +0.6% |
| 30D | +1.9% | -6.3% | +8.2% | +2.3% |
| 3M | -3.3% | -10.7% | +7.4% | -2.7% |
| 6M | -6.4% | +1.6% | -8.0% | -7.2% |
| YTD | -1.8% | -13.1% | +11.3% | -1.7% |
| 1Y | +10.7% | -15.1% | +25.8% | +10.8% |
| 3Y | +31.8% | +495.0% | -463.2% | +22.6% |
| All | +31.8% | +494.5% | -462.7% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling