+127.9%
TT vs SRE
+43.0%
+84.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.0% |
| 7D | -2.0% | -9.2% | +7.2% | +1.0% |
| 30D | -14.0% | -1.9% | -12.1% | -13.6% |
| 3M | -15.9% | -6.5% | -9.3% | -14.3% |
| 6M | -17.3% | -15.2% | -2.1% | -13.1% |
| YTD | +4.0% | -9.5% | +13.4% | +6.7% |
| 1Y | -7.1% | -13.2% | +6.1% | -3.4% |
| 3Y | +90.2% | +19.5% | +70.8% | +68.6% |
| All | +127.9% | +43.0% | +84.9% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling