-49.3%
TE vs SRE
+45.6%
-94.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.2% |
| 7D | +0.2% | -0.8% | +1.1% | +1.0% |
| 30D | -5.9% | -3.0% | -2.9% | -4.2% |
| 3M | -45.6% | -8.3% | -37.3% | -42.8% |
| 6M | -43.4% | -8.9% | -34.5% | -40.9% |
| YTD | -31.0% | -4.3% | -26.7% | -31.5% |
| 1Y | +145.2% | +2.7% | +142.5% | +128.1% |
| 3Y | -24.1% | +28.7% | -52.7% | -41.4% |
| All | -49.3% | +45.6% | -94.9% | -62.2% |
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