+641.6%
SRE vs TNA
+944.8%
-303.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.1% |
| 7D | +1.5% | -3.6% | +5.1% | +2.0% |
| 30D | +0.8% | -10.1% | +10.9% | +2.4% |
| 3M | -5.8% | +2.7% | -8.5% | -6.7% |
| 6M | -7.8% | +38.4% | -46.2% | -13.9% |
| YTD | -2.4% | +45.4% | -47.8% | -10.0% |
| 1Y | +8.9% | +55.9% | -47.0% | -1.6% |
| 3Y | +31.1% | +109.8% | -78.7% | +5.7% |
| 5Y | +48.6% | -22.5% | +71.1% | +31.0% |
| 10Y | +126.1% | +87.5% | +38.6% | +40.6% |
| All | +641.6% | +944.8% | -303.1% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling