+13,463.1%
TSCO vs SRE
+1,544.3%
+11,918.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.5% |
| 7D | -2.5% | +1.5% | -3.9% | -2.9% |
| 30D | -1.1% | +0.8% | -1.9% | -1.4% |
| 3M | +14.3% | -5.8% | +20.0% | +15.9% |
| 6M | -31.9% | -7.8% | -24.1% | -30.6% |
| YTD | -30.7% | -2.4% | -28.3% | -30.6% |
| 1Y | -41.1% | +8.9% | -50.0% | -42.9% |
| 3Y | -17.1% | +31.1% | -48.2% | -25.2% |
| 5Y | -7.5% | +48.6% | -56.1% | -19.9% |
| 10Y | +192.6% | +126.1% | +66.5% | +117.2% |
| All | +13,463.1% | +1,544.3% | +11,918.8% | +6,182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling