+31.2%
SRE vs TSN
+10.3%
+20.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +1.5% | -7.3% | +8.7% | +3.2% |
| 30D | +0.8% | -8.6% | +9.5% | +2.8% |
| 3M | -5.8% | -7.5% | +1.7% | -4.4% |
| 6M | -7.8% | -14.1% | +6.3% | -4.9% |
| YTD | -2.4% | -9.4% | +7.1% | -1.0% |
| 1Y | +8.9% | -4.1% | +13.0% | +8.3% |
| All | +31.2% | +10.3% | +20.9% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling