+45.0%
SRE vs TXG
+27.0%
+18.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.0% |
| 7D | -0.8% | +9.5% | -10.3% | -1.4% |
| 30D | -3.0% | +18.8% | -21.8% | -4.1% |
| 3M | -8.3% | +136.1% | -144.4% | -13.6% |
| 6M | -8.9% | +235.2% | -244.2% | -16.6% |
| YTD | -4.3% | +320.5% | -324.8% | -14.0% |
| 1Y | +2.7% | +425.2% | -422.5% | -9.7% |
| 3Y | +28.7% | +42.9% | -14.2% | +21.0% |
| 5Y | +47.1% | -62.8% | +110.0% | +49.1% |
| All | +45.0% | +27.0% | +18.0% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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