-25.1%
TGT vs SRE
+45.6%
-70.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | -5.2% | -0.8% | -4.4% | -5.0% |
| 30D | +1.2% | -3.0% | +4.2% | +2.0% |
| 3M | +18.4% | -8.3% | +26.7% | +21.5% |
| 6M | +33.4% | -8.9% | +42.4% | +37.0% |
| YTD | +63.8% | -4.3% | +68.1% | +65.1% |
| 1Y | +77.2% | +2.7% | +74.4% | +73.9% |
| 3Y | +41.8% | +28.7% | +13.1% | +21.2% |
| All | -25.1% | +45.6% | -70.7% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling