+290.7%
TSM vs SRE
+51.2%
+239.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.0% |
| 7D | +6.0% | +1.4% | +4.6% | +5.7% |
| 30D | +4.5% | +1.9% | +2.6% | +4.0% |
| 3M | +3.1% | -3.3% | +6.4% | +3.6% |
| 6M | +30.2% | -6.4% | +36.6% | +31.5% |
| YTD | +45.2% | -1.8% | +47.0% | +45.2% |
| 1Y | +79.6% | +10.7% | +68.8% | +75.6% |
| 3Y | +411.0% | +31.8% | +379.2% | +371.0% |
| 5Y | +290.7% | +49.2% | +241.5% | +253.5% |
| All | +290.7% | +51.2% | +239.5% | +253.5% |
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 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