+43.7%
TSM vs SRE
-13.7%
+57.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +4.4% | -5.6% | +10.1% | +5.8% |
| 30D | -7.0% | -4.5% | -2.5% | -6.0% |
| 3M | -1.8% | -7.7% | +5.9% | -0.2% |
| 6M | +2.7% | -14.4% | +17.1% | +6.1% |
| YTD | +37.1% | -9.4% | +46.5% | +37.3% |
| All | +43.7% | -13.7% | +57.4% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling