-1.4%
TLT vs SRE
+4.7%
-6.1%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -0.6% | -0.7% | +0.2% | -0.6% |
| 3M | -2.7% | -6.3% | +3.6% | -2.3% |
| 6M | -5.6% | -10.7% | +5.0% | -4.8% |
| YTD | -2.8% | -3.5% | +0.7% | -2.2% |
| 1Y | -1.4% | +5.3% | -6.7% | -0.2% |
| All | -1.4% | +4.7% | -6.1% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling