+77.2%
TGT vs SRE
+4.6%
+72.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | -5.2% | -0.8% | -4.4% | -5.1% |
| 30D | +1.2% | -3.0% | +4.2% | +1.4% |
| 3M | +18.4% | -8.3% | +26.7% | +20.3% |
| 6M | +33.4% | -8.9% | +42.4% | +35.8% |
| YTD | +63.8% | -4.3% | +68.1% | +64.4% |
| 1Y | +77.2% | +2.7% | +74.4% | +73.2% |
| All | +77.2% | +4.6% | +72.6% | +73.2% |
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