+356.2%
TPR vs SRE
+127.7%
+228.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -0.3% | +1.8% | -2.0% | -1.3% |
| 30D | +15.1% | -3.0% | +18.1% | +16.8% |
| 3M | +3.5% | -7.3% | +10.8% | +7.4% |
| 6M | +0.4% | -11.9% | +12.3% | +6.8% |
| YTD | +4.6% | -7.9% | +12.5% | +7.8% |
| 1Y | +33.1% | -11.1% | +44.3% | +40.0% |
| 3Y | +396.0% | +24.8% | +371.2% | +296.8% |
| 5Y | +230.3% | +52.4% | +177.9% | +118.0% |
| All | +356.2% | +127.7% | +228.5% | +184.5% |
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 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