+5,272.9%
TT vs SRE
+1,525.5%
+3,747.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.1% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -7.2% | -0.7% | -6.4% | -7.1% |
| 3M | -3.0% | -6.3% | +3.3% | -0.4% |
| 6M | +1.4% | -10.7% | +12.0% | +6.2% |
| YTD | +15.9% | -3.5% | +19.4% | +16.9% |
| 1Y | +9.4% | +5.3% | +4.1% | +5.7% |
| 3Y | +124.4% | +31.8% | +92.6% | +87.5% |
| 5Y | +138.0% | +47.4% | +90.6% | +86.0% |
| 10Y | +886.4% | +120.6% | +765.8% | +495.0% |
| All | +5,272.9% | +1,525.5% | +3,747.4% | +1,056.9% |
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