-1.1%
TLT vs SRE
+33.0%
-34.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | -0.3% | +1.9% | -2.2% | -0.5% |
| 3M | -1.7% | -3.3% | +1.5% | -1.5% |
| 6M | -4.9% | -6.4% | +1.5% | -4.4% |
| YTD | -2.8% | -1.8% | -1.0% | -2.7% |
| 1Y | -4.2% | +10.7% | -15.0% | -5.3% |
| 3Y | -1.1% | +31.8% | -32.9% | -10.8% |
| All | -1.1% | +33.0% | -34.1% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling