-7.7%
SRE vs TSN
+19.9%
-27.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.4% | -8.3% | -3.6% |
| 7D | -2.1% | +8.4% | -10.5% | -3.2% |
| 30D | +6.1% | +16.1% | -10.0% | +3.9% |
| 3M | -3.5% | +3.2% | -6.7% | -4.1% |
| 6M | -10.8% | -11.1% | +0.3% | -8.9% |
| YTD | -4.0% | +5.1% | -9.0% | -6.0% |
| 1Y | -7.7% | +19.4% | -27.1% | -12.4% |
| All | -7.7% | +19.9% | -27.6% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling