+537.0%
TDG vs SRE
+122.3%
+414.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -1.9% | -0.8% | -1.0% | -1.5% |
| 30D | -7.7% | -3.0% | -4.7% | -6.6% |
| 3M | -9.3% | -8.3% | -1.0% | -5.9% |
| 6M | -9.4% | -8.9% | -0.5% | -6.0% |
| YTD | -14.3% | -4.3% | -10.0% | -13.6% |
| 1Y | -11.8% | +2.7% | -14.6% | -14.6% |
| 3Y | +52.0% | +28.7% | +23.3% | +24.2% |
| 5Y | +128.8% | +47.1% | +81.7% | +70.7% |
| All | +537.0% | +122.3% | +414.6% | +333.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling