+41.1%
SRE vs TPG
+71.4%
-30.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | -0.6% |
| 7D | -0.7% | -11.8% | +11.2% | +1.2% |
| 30D | -1.7% | -6.3% | +4.5% | -1.0% |
| 3M | -7.1% | +13.6% | -20.6% | -9.3% |
| 6M | -8.4% | +13.8% | -22.2% | -10.9% |
| YTD | -3.5% | -23.7% | +20.2% | +0.2% |
| 1Y | +5.4% | -18.2% | +23.6% | +7.7% |
| 3Y | +29.5% | +80.1% | -50.6% | +14.8% |
| All | +41.1% | +71.4% | -30.2% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling