+24.8%
SRE vs TW
+44.1%
-19.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +1.8% | +3.9% | -2.2% | +1.4% |
| 30D | -3.0% | +19.9% | -22.9% | -4.8% |
| 3M | -7.3% | +25.9% | -33.2% | -9.5% |
| 6M | -11.9% | +21.1% | -33.0% | -13.6% |
| YTD | -7.9% | +23.9% | -31.8% | -10.3% |
| 1Y | -11.1% | +21.2% | -32.4% | -13.2% |
| 3Y | +24.8% | +44.8% | -20.0% | +28.7% |
| All | +24.8% | +44.1% | -19.3% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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