+126.1%
TLT vs SRE
+1,666.0%
-1,539.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.4% |
| 7D | -2.7% | -1.1% | -1.6% | -2.8% |
| 30D | +2.2% | -4.1% | +6.3% | +1.9% |
| 3M | -1.7% | -7.3% | +5.6% | -2.2% |
| 6M | -4.0% | -14.1% | +10.2% | -4.8% |
| YTD | -4.9% | -8.5% | +3.6% | -5.4% |
| 1Y | -7.4% | -12.0% | +4.6% | -8.0% |
| 3Y | +3.0% | +23.4% | -20.3% | +5.3% |
| 5Y | -35.1% | +51.3% | -86.4% | -32.0% |
| 10Y | -12.7% | +126.3% | -139.0% | -2.8% |
| All | +126.1% | +1,666.0% | -1,539.9% | +215.3% |
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