+7,716.4%
TPR vs SRE
+1,924.5%
+5,791.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -23.0% | -0.7% | -22.2% | -22.9% |
| 3M | -12.5% | -6.3% | -6.2% | -9.9% |
| 6M | -21.4% | -10.7% | -10.8% | -17.1% |
| YTD | -3.5% | -3.5% | 0.0% | -2.7% |
| 1Y | +17.4% | +5.3% | +12.1% | +12.4% |
| 3Y | +291.3% | +31.8% | +259.5% | +218.7% |
| 5Y | +241.9% | +47.4% | +194.6% | +155.1% |
| 10Y | +322.7% | +120.6% | +202.1% | +155.7% |
| All | +7,716.4% | +1,924.5% | +5,791.9% | +1,936.6% |
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 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