+1,643.1%
TSM vs SRE
+127.7%
+1,515.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +6.2% | +1.8% | +4.5% | +5.8% |
| 30D | -7.3% | -3.0% | -4.3% | -6.6% |
| 3M | -7.1% | -7.3% | +0.1% | -5.6% |
| 6M | +0.2% | -11.9% | +12.1% | +2.9% |
| YTD | +32.2% | -7.9% | +40.1% | +34.2% |
| 1Y | +42.8% | -11.1% | +53.9% | +46.1% |
| 3Y | +330.4% | +24.8% | +305.6% | +298.4% |
| 5Y | +263.9% | +52.4% | +211.5% | +217.7% |
| All | +1,643.1% | +127.7% | +1,515.4% | +1,295.5% |
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