+299.0%
TSEM vs SRE
+51.3%
+247.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.7% | -7.1% |
| 7D | +7.0% | +1.8% | +5.2% | +6.5% |
| 30D | -29.8% | -3.0% | -26.8% | -29.2% |
| 3M | -41.9% | -7.3% | -34.7% | -40.9% |
| 6M | -45.8% | -11.9% | -33.9% | -44.1% |
| YTD | +25.1% | -7.9% | +33.0% | +27.5% |
| 1Y | +48.2% | -11.1% | +59.4% | +52.4% |
| 3Y | +476.5% | +24.8% | +451.7% | +441.9% |
| All | +299.0% | +51.3% | +247.7% | +242.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling