+118.2%
SRE vs TRGP
+863.3%
-745.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -3.0% | +8.0% | -11.0% | -4.3% |
| 3M | -8.3% | +8.3% | -16.6% | -9.6% |
| 6M | -8.9% | +23.9% | -32.8% | -12.3% |
| YTD | -4.3% | +59.6% | -63.9% | -11.6% |
| 1Y | +2.7% | +79.4% | -76.7% | -7.1% |
| 3Y | +28.7% | +269.4% | -240.8% | +3.5% |
| 5Y | +47.1% | +641.6% | -594.5% | +6.5% |
| All | +118.2% | +863.3% | -745.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling