+315.2%
TFC vs SRE
+1,440.5%
-1,125.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.2% |
| 7D | +0.1% | -1.1% | +1.2% | +0.6% |
| 30D | +8.6% | -4.1% | +12.8% | +10.8% |
| 3M | -4.3% | -7.3% | +3.0% | -1.1% |
| 6M | +5.4% | -14.1% | +19.6% | +13.1% |
| YTD | +4.5% | -8.5% | +13.0% | +8.0% |
| 1Y | +14.0% | -12.0% | +26.0% | +20.0% |
| 3Y | +93.4% | +23.4% | +70.0% | +67.8% |
| 5Y | +0.5% | +51.3% | -50.8% | -21.6% |
| 10Y | +77.7% | +126.3% | -48.6% | +13.9% |
| All | +315.2% | +1,440.5% | -1,125.3% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling