+1,815.4%
TSM vs SRE
+118.9%
+1,696.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +4.8% | +1.5% | +3.3% | +4.4% |
| 30D | +4.0% | +0.8% | +3.2% | +3.7% |
| 3M | +2.0% | -5.8% | +7.8% | +3.2% |
| 6M | +25.5% | -7.8% | +33.3% | +27.5% |
| YTD | +44.0% | -2.4% | +46.4% | +44.2% |
| 1Y | +75.4% | +8.9% | +66.5% | +71.2% |
| 3Y | +406.7% | +31.1% | +375.7% | +362.8% |
| 5Y | +285.0% | +48.6% | +236.4% | +237.5% |
| 10Y | +1,815.4% | +126.1% | +1,689.2% | +1,360.8% |
| All | +1,815.4% | +118.9% | +1,696.5% | +1,360.8% |
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