+131.2%
TLT vs SRE
+1,763.5%
-1,632.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.1% |
| 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% | -3.1% |
| 6M | -5.6% | -10.7% | +5.0% | -6.3% |
| YTD | -2.8% | -3.5% | +0.7% | -2.9% |
| 1Y | -1.4% | +5.3% | -6.7% | -0.9% |
| 3Y | -1.6% | +31.8% | -33.4% | +1.0% |
| 5Y | -33.8% | +47.4% | -81.2% | -31.0% |
| 10Y | -21.1% | +120.6% | -141.7% | -12.6% |
| All | +131.2% | +1,763.5% | -1,632.2% | +223.5% |
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