+957.3%
TT vs SRE
+118.9%
+838.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.4% | +1.5% | 0.0% | +0.8% |
| 30D | -6.7% | +0.8% | -7.5% | -7.1% |
| 3M | -5.4% | -5.8% | +0.4% | -3.6% |
| 6M | +4.4% | -7.8% | +12.2% | +7.2% |
| YTD | +14.9% | -2.4% | +17.3% | +15.3% |
| 1Y | +9.3% | +8.9% | +0.4% | +4.9% |
| 3Y | +121.7% | +31.1% | +90.7% | +90.8% |
| 5Y | +148.2% | +48.6% | +99.5% | +101.0% |
| 10Y | +957.3% | +126.1% | +831.1% | +659.3% |
| All | +957.3% | +118.9% | +838.3% | +659.3% |
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