+377.9%
TPR vs SRE
+108.7%
+269.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.2% |
| 7D | +14.2% | -9.2% | +23.4% | +20.4% |
| 30D | +17.1% | -1.9% | +19.0% | +18.0% |
| 3M | -17.7% | -6.5% | -11.2% | -15.2% |
| 6M | -10.2% | -15.2% | +5.1% | -2.1% |
| YTD | +4.9% | -9.5% | +14.4% | +9.2% |
| 1Y | +36.1% | -13.2% | +49.3% | +45.1% |
| 3Y | +416.5% | +19.5% | +397.0% | +325.3% |
| 5Y | +254.8% | +43.6% | +211.2% | +144.5% |
| All | +377.9% | +108.7% | +269.3% | +202.8% |
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 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