+329.9%
TFC vs SRE
+1,525.5%
-1,195.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | -1.3% | -0.7% | -0.6% | -1.1% |
| 3M | +6.1% | -6.3% | +12.4% | +9.2% |
| 6M | +7.3% | -10.7% | +18.0% | +13.0% |
| YTD | +8.2% | -3.5% | +11.7% | +9.1% |
| 1Y | +14.4% | +5.3% | +9.1% | +10.1% |
| 3Y | +93.7% | +31.8% | +61.9% | +63.0% |
| 5Y | +16.4% | +47.4% | -31.0% | -7.9% |
| 10Y | +101.6% | +120.6% | -19.0% | +30.1% |
| All | +329.9% | +1,525.5% | -1,195.7% | +20.3% |
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 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