+145.0%
TT vs SRE
+51.2%
+93.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | +1.6% | +1.4% | +0.1% | +1.1% |
| 30D | -7.3% | +1.9% | -9.2% | -8.0% |
| 3M | -2.6% | -3.3% | +0.7% | -1.8% |
| 6M | +5.9% | -6.4% | +12.3% | +7.8% |
| YTD | +15.4% | -1.8% | +17.2% | +15.5% |
| 1Y | +8.2% | +10.7% | -2.5% | +4.0% |
| 3Y | +122.7% | +31.8% | +90.9% | +91.3% |
| 5Y | +145.0% | +49.2% | +95.8% | +100.8% |
| All | +145.0% | +51.2% | +93.8% | +100.8% |
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