+1,707.0%
TSM vs SRE
+123.9%
+1,583.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +4.4% | -5.6% | +10.1% | +5.9% |
| 30D | -7.0% | -4.5% | -2.5% | -6.0% |
| 3M | -1.8% | -7.7% | +5.9% | -0.1% |
| 6M | +2.7% | -14.4% | +17.1% | +6.1% |
| YTD | +37.1% | -9.4% | +46.5% | +39.7% |
| 1Y | +43.5% | -13.8% | +57.3% | +47.9% |
| 3Y | +341.5% | +22.2% | +319.3% | +310.7% |
| 5Y | +278.9% | +50.5% | +228.4% | +231.6% |
| All | +1,707.0% | +123.9% | +1,583.1% | +1,352.4% |
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