+120.0%
SRE vs TRMB
+118.7%
+1.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.7% | -5.4% | +4.8% | +0.6% |
| 30D | -1.7% | -2.0% | +0.2% | -1.4% |
| 3M | -7.1% | +12.3% | -19.4% | -10.0% |
| 6M | -8.4% | -17.6% | +9.2% | -4.8% |
| YTD | -3.5% | -27.5% | +23.9% | +3.2% |
| 1Y | +5.4% | -29.1% | +34.5% | +13.1% |
| 3Y | +29.5% | +11.5% | +18.0% | +21.9% |
| 5Y | +48.3% | -39.5% | +87.8% | +59.0% |
| All | +120.0% | +118.7% | +1.3% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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