+2,077.9%
TMO vs SRE
+1,524.7%
+553.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | -0.3% | -1.7% | +1.4% | +0.1% |
| 3M | +25.3% | -7.1% | +32.3% | +28.2% |
| 6M | +20.9% | -8.4% | +29.2% | +23.9% |
| YTD | +4.3% | -3.5% | +7.8% | +4.7% |
| 1Y | +27.0% | +5.4% | +21.6% | +23.3% |
| 3Y | +17.5% | +29.5% | -12.0% | +3.3% |
| 5Y | +6.9% | +48.3% | -41.4% | -11.0% |
| 10Y | +332.0% | +123.5% | +208.5% | +192.4% |
| All | +2,077.9% | +1,524.7% | +553.1% | +797.9% |
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