-40.9%
TSCO vs SRE
+4.7%
-45.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.1% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +5.5% | -0.7% | +6.2% | +5.4% |
| 3M | +20.0% | -6.3% | +26.3% | +20.0% |
| 6M | -29.8% | -10.7% | -19.1% | -29.2% |
| YTD | -28.7% | -3.5% | -25.2% | -28.7% |
| 1Y | -40.9% | +5.3% | -46.2% | -42.9% |
| All | -40.9% | +4.7% | -45.6% | -42.9% |
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