+1,282.5%
TSEM vs SRE
+122.3%
+1,160.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.9% |
| 7D | -4.9% | -0.8% | -4.0% | -4.6% |
| 30D | -18.7% | -3.0% | -15.7% | -18.1% |
| 3M | -18.1% | -8.3% | -9.8% | -16.1% |
| 6M | +77.1% | -8.9% | +86.0% | +82.0% |
| YTD | +80.1% | -4.3% | +84.4% | +82.0% |
| 1Y | +220.4% | +2.7% | +217.7% | +215.4% |
| 3Y | +650.1% | +28.7% | +621.4% | +576.2% |
| 5Y | +628.9% | +47.1% | +581.7% | +514.3% |
| All | +1,282.5% | +122.3% | +1,160.2% | +969.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling