+31.2%
SRE vs TRMB
+11.9%
+19.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | +1.5% | -2.9% | +4.3% | +2.0% |
| 30D | +0.8% | -1.8% | +2.6% | +1.1% |
| 3M | -5.8% | +8.4% | -14.2% | -7.6% |
| 6M | -7.8% | -18.5% | +10.7% | -4.0% |
| YTD | -2.4% | -26.7% | +24.4% | +4.1% |
| 1Y | +8.9% | -28.3% | +37.2% | +16.3% |
| All | +31.2% | +11.9% | +19.3% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling