+12,772.9%
TDG vs SRE
+604.0%
+12,168.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | -2.7% | -0.7% | -2.0% | -2.4% |
| 30D | -9.3% | -1.7% | -7.5% | -8.8% |
| 3M | -7.1% | -7.1% | 0.0% | -3.9% |
| 6M | -11.2% | -8.4% | -2.8% | -7.9% |
| YTD | -15.3% | -3.5% | -11.8% | -14.8% |
| 1Y | -12.5% | +5.4% | -17.9% | -16.4% |
| 3Y | +51.2% | +29.5% | +21.7% | +23.1% |
| 5Y | +126.1% | +48.3% | +77.8% | +68.4% |
| 10Y | +536.2% | +123.5% | +412.8% | +269.6% |
| All | +12,772.9% | +604.0% | +12,168.8% | +3,646.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling