+1,670.1%
TRV vs SRE
+1,544.3%
+125.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.6% |
| 7D | +0.2% | +1.5% | -1.3% | -0.5% |
| 30D | -2.3% | +0.8% | -3.2% | -2.8% |
| 3M | +22.7% | -5.8% | +28.5% | +25.5% |
| 6M | +21.9% | -7.8% | +29.7% | +25.7% |
| YTD | +27.5% | -2.4% | +29.8% | +27.7% |
| 1Y | +36.2% | +8.9% | +27.3% | +29.9% |
| 3Y | +140.6% | +31.1% | +109.5% | +105.0% |
| 5Y | +154.5% | +48.6% | +105.9% | +102.2% |
| 10Y | +295.4% | +126.1% | +169.3% | +152.9% |
| All | +1,670.1% | +1,544.3% | +125.8% | +360.9% |
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