-43.7%
TSCO vs SRE
+4.6%
-48.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -5.7% | -0.8% | -4.8% | -5.6% |
| 30D | -8.8% | -3.0% | -5.8% | -8.7% |
| 3M | +6.3% | -8.3% | +14.6% | +6.6% |
| 6M | -32.3% | -8.9% | -23.4% | -31.9% |
| YTD | -32.7% | -4.3% | -28.4% | -32.7% |
| 1Y | -43.7% | +2.7% | -46.4% | -44.1% |
| All | -43.7% | +4.6% | -48.3% | -44.1% |
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