+1,507.7%
SRE vs TSN
+259.8%
+1,248.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | -0.3% | -6.3% | +6.0% | +0.9% |
| 30D | -0.7% | -10.8% | +10.1% | +1.4% |
| 3M | -6.3% | -8.8% | +2.4% | -4.8% |
| 6M | -10.7% | -16.8% | +6.2% | -7.8% |
| YTD | -3.5% | -10.0% | +6.5% | -2.0% |
| 1Y | +5.3% | -5.3% | +10.6% | +5.7% |
| 3Y | +31.8% | +8.5% | +23.3% | +28.1% |
| 5Y | +47.4% | -22.9% | +70.3% | +51.6% |
| 10Y | +120.6% | -12.6% | +133.2% | +115.2% |
| All | +1,507.7% | +259.8% | +1,248.0% | +928.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling