+40.0%
SRE vs TPG
+74.1%
-34.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -0.8% | -9.4% | +8.6% | +0.6% |
| 30D | -3.0% | -5.3% | +2.3% | -2.4% |
| 3M | -8.3% | +12.9% | -21.2% | -10.4% |
| 6M | -8.9% | +20.1% | -29.0% | -12.2% |
| YTD | -4.3% | -22.5% | +18.2% | -0.9% |
| 1Y | +2.7% | -19.7% | +22.4% | +5.4% |
| 3Y | +28.7% | +81.2% | -52.5% | +14.0% |
| All | +40.0% | +74.1% | -34.1% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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