+120.0%
SRE vs TSN
-5.9%
+125.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -0.7% | +1.4% | -2.0% | -1.0% |
| 30D | -1.7% | -6.2% | +4.4% | -0.2% |
| 3M | -7.1% | -5.7% | -1.4% | -6.0% |
| 6M | -8.4% | -11.4% | +3.0% | -6.0% |
| YTD | -3.5% | -8.2% | +4.7% | -2.1% |
| 1Y | +5.4% | -2.0% | +7.4% | +4.8% |
| 3Y | +29.5% | +11.9% | +17.7% | +23.1% |
| 5Y | +48.3% | -17.8% | +66.1% | +51.0% |
| All | +120.0% | -5.9% | +125.8% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling