-31.9%
TSCO vs SRE
-6.4%
-25.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.7% |
| 7D | -2.5% | +1.5% | -3.9% | -2.4% |
| 30D | -1.1% | +0.8% | -1.9% | -1.1% |
| 3M | +14.3% | -5.8% | +20.0% | +13.4% |
| 6M | -31.9% | -7.8% | -24.1% | -31.6% |
| All | -31.9% | -6.4% | -25.5% | -31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling