+46.6%
TEM vs SRE
+17.9%
+28.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +1.1% |
| 7D | -8.7% | -0.8% | -7.8% | -8.0% |
| 30D | +8.1% | -3.0% | +11.1% | +9.5% |
| 3M | +19.0% | -8.3% | +27.3% | +26.6% |
| 6M | +12.0% | -8.9% | +20.9% | +18.1% |
| YTD | -0.1% | -4.3% | +4.2% | -1.7% |
| 1Y | -33.5% | +2.7% | -36.3% | -40.5% |
| All | +46.6% | +17.9% | +28.7% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling