+320.3%
TFC vs SRE
+1,451.4%
-1,131.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | +2.3% | +1.8% | +0.5% | +1.4% |
| 30D | +10.8% | -3.0% | +13.8% | +12.4% |
| 3M | -3.8% | -7.3% | +3.5% | -0.5% |
| 6M | +9.6% | -11.9% | +21.5% | +16.0% |
| YTD | +5.8% | -7.9% | +13.6% | +9.0% |
| 1Y | +16.2% | -11.1% | +27.3% | +21.7% |
| 3Y | +96.0% | +24.8% | +71.2% | +69.1% |
| 5Y | +1.7% | +52.4% | -50.7% | -21.0% |
| 10Y | +79.9% | +127.9% | -48.0% | +14.9% |
| All | +320.3% | +1,451.4% | -1,131.1% | +20.2% |
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 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