+328.6%
TMO vs SRE
+122.3%
+206.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -0.6% | -0.8% | +0.2% | -0.4% |
| 30D | +1.1% | -3.0% | +4.1% | +1.9% |
| 3M | +28.3% | -8.3% | +36.6% | +31.4% |
| 6M | +23.3% | -8.9% | +32.2% | +26.1% |
| YTD | +5.5% | -4.3% | +9.7% | +6.0% |
| 1Y | +24.5% | +2.7% | +21.8% | +22.2% |
| 3Y | +19.6% | +28.7% | -9.1% | +6.4% |
| 5Y | +8.1% | +47.1% | -39.0% | -7.6% |
| All | +328.6% | +122.3% | +206.3% | +225.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling