+129.5%
TLT vs SRE
+1,649.0%
-1,519.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | -1.0% | -5.6% | +4.6% | -1.4% |
| 30D | +4.1% | -4.5% | +8.6% | +3.8% |
| 3M | -0.4% | -7.7% | +7.4% | -0.8% |
| 6M | -3.2% | -14.4% | +11.3% | -4.1% |
| YTD | -3.5% | -9.4% | +5.9% | -4.0% |
| 1Y | -5.8% | -13.8% | +8.0% | -6.6% |
| 3Y | +4.6% | +22.2% | -17.6% | +6.8% |
| 5Y | -34.4% | +50.5% | -84.9% | -31.3% |
| 10Y | -11.4% | +124.1% | -135.5% | -1.4% |
| All | +129.5% | +1,649.0% | -1,519.5% | +219.8% |
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 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