+77.9%
TEM vs SRE
+13.4%
+64.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.4% | -6.2% |
| 7D | -5.9% | +1.8% | -7.6% | -7.1% |
| 30D | +4.8% | -3.0% | +7.8% | +7.0% |
| 3M | +31.9% | -7.3% | +39.1% | +37.6% |
| 6M | +56.0% | -11.9% | +67.9% | +68.8% |
| YTD | +21.3% | -7.9% | +29.1% | +22.0% |
| 1Y | +5.4% | -11.1% | +16.5% | +10.9% |
| All | +77.9% | +13.4% | +64.5% | +48.0% |
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