+45.6%
SRE vs TMF
-88.0%
+133.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -9.2% | +1.2% | -10.4% | -9.3% |
| 30D | -1.9% | +19.7% | -21.6% | -3.2% |
| 3M | -6.5% | -2.1% | -4.4% | -6.5% |
| 6M | -15.2% | -13.4% | -1.8% | -14.5% |
| YTD | -9.5% | -16.7% | +7.3% | -8.5% |
| 1Y | -13.2% | -23.3% | +10.1% | -11.8% |
| 3Y | +19.5% | -24.8% | +44.3% | +20.5% |
| All | +45.6% | -88.0% | +133.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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