+523.6%
SRE vs TMF
-68.9%
+592.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -0.3% | -1.4% | +1.1% | -0.4% |
| 30D | -0.7% | -2.8% | +2.1% | -0.8% |
| 3M | -6.3% | -10.9% | +4.6% | -6.7% |
| 6M | -10.7% | -21.3% | +10.7% | -11.5% |
| YTD | -3.5% | -15.9% | +12.4% | -4.1% |
| 1Y | +5.3% | -15.7% | +21.0% | +4.7% |
| 3Y | +31.8% | -43.4% | +75.1% | +29.2% |
| 5Y | +47.4% | -87.8% | +135.1% | +30.5% |
| 10Y | +120.6% | -86.7% | +207.3% | +98.2% |
| All | +523.6% | -68.9% | +592.4% | +552.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling