+69.4%
SRE vs TW
+211.4%
-142.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.3% |
| 7D | +1.4% | -3.5% | +4.9% | +2.1% |
| 30D | +1.9% | +0.5% | +1.4% | +1.8% |
| 3M | -3.3% | +4.9% | -8.2% | -4.7% |
| 6M | -6.4% | -17.1% | +10.7% | -3.2% |
| YTD | -1.8% | -3.9% | +2.0% | -2.0% |
| 1Y | +10.7% | -13.3% | +24.0% | +13.0% |
| 3Y | +31.8% | +20.9% | +10.9% | +23.4% |
| 5Y | +49.2% | +20.5% | +28.7% | +36.9% |
| All | +69.4% | +211.4% | -142.0% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling