-9.3%
TDG vs SRE
+4.7%
-14.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -7.4% | -0.7% | -6.7% | -7.4% |
| 3M | -5.4% | -6.3% | +0.9% | -5.4% |
| 6M | -11.6% | -10.7% | -1.0% | -11.8% |
| YTD | -12.6% | -3.5% | -9.2% | -12.8% |
| 1Y | -9.3% | +5.3% | -14.6% | -8.8% |
| All | -9.3% | +4.7% | -14.0% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling