+4,948.0%
TT vs SRE
+1,428.8%
+3,519.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.8% | -8.2% | +9.0% | +4.9% |
| 30D | -11.8% | -3.6% | -8.1% | -10.3% |
| 3M | -11.6% | -6.3% | -5.3% | -9.2% |
| 6M | -9.3% | -13.0% | +3.7% | -3.8% |
| YTD | +8.9% | -9.2% | +18.1% | +12.9% |
| 1Y | -2.2% | -13.1% | +10.9% | +3.4% |
| 3Y | +91.9% | +22.4% | +69.5% | +65.9% |
| 5Y | +136.0% | +47.1% | +88.9% | +84.3% |
| 10Y | +734.7% | +121.0% | +613.8% | +402.5% |
| All | +4,948.0% | +1,428.8% | +3,519.3% | +1,016.8% |
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 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