+1,507.7%
SRE vs TRMB
+2,062.5%
-554.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -0.3% | -2.5% | +2.2% | 0.0% |
| 30D | -0.7% | +1.5% | -2.3% | -1.0% |
| 3M | -6.3% | +6.8% | -13.1% | -7.2% |
| 6M | -10.7% | -14.9% | +4.3% | -9.3% |
| YTD | -3.5% | -24.1% | +20.6% | -0.8% |
| 1Y | +5.3% | -25.4% | +30.7% | +8.3% |
| 3Y | +31.8% | +8.0% | +23.8% | +28.9% |
| 5Y | +47.4% | -37.3% | +84.7% | +51.5% |
| 10Y | +120.6% | +116.8% | +3.8% | +96.2% |
| All | +1,507.7% | +2,062.5% | -554.8% | +1,062.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling