+15.4%
TFC vs SRE
+49.4%
-34.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -3.0% |
| 7D | +2.2% | +1.4% | +0.8% | +1.5% |
| 30D | -2.5% | +1.9% | -4.4% | -3.6% |
| 3M | +4.5% | -3.3% | +7.8% | +5.9% |
| 6M | +11.0% | -6.4% | +17.4% | +14.0% |
| YTD | +5.9% | -1.8% | +7.7% | +5.7% |
| 1Y | +14.6% | +10.7% | +3.8% | +6.7% |
| 3Y | +96.7% | +31.8% | +64.9% | +57.8% |
| All | +15.4% | +49.4% | -34.0% | -16.3% |
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