+311.2%
TPR vs SRE
+121.7%
+189.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.7% |
| 7D | -3.4% | +1.4% | -4.8% | -4.2% |
| 30D | -27.3% | +1.9% | -29.2% | -28.4% |
| 3M | -16.2% | -3.3% | -13.0% | -15.2% |
| 6M | -17.9% | -6.4% | -11.5% | -15.4% |
| YTD | -7.1% | -1.8% | -5.3% | -7.4% |
| 1Y | +13.6% | +10.7% | +2.9% | +4.9% |
| 3Y | +293.7% | +31.8% | +262.0% | +207.5% |
| 5Y | +239.1% | +49.2% | +189.9% | +132.5% |
| 10Y | +311.2% | +118.5% | +192.7% | +145.6% |
| All | +311.2% | +121.7% | +189.5% | +145.6% |
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