+28.7%
SRE vs TNA
+101.9%
-73.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.8% | -7.3% | +6.4% | +0.1% |
| 30D | -3.0% | -14.2% | +11.2% | -1.2% |
| 3M | -8.3% | -4.6% | -3.7% | -8.1% |
| 6M | -8.9% | +36.9% | -45.8% | -13.9% |
| YTD | -4.3% | +42.5% | -46.8% | -10.5% |
| 1Y | +2.7% | +45.8% | -43.0% | -5.0% |
| 3Y | +28.7% | +104.7% | -76.0% | +6.1% |
| All | +28.7% | +101.9% | -73.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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