+4,719.4%
TT vs SRE
+1,424.7%
+3,294.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.4% |
| 7D | -2.0% | -9.2% | +7.2% | +2.5% |
| 30D | -14.0% | -1.9% | -12.1% | -13.4% |
| 3M | -15.9% | -6.5% | -9.3% | -13.5% |
| 6M | -17.3% | -15.2% | -2.1% | -11.2% |
| YTD | +4.0% | -9.5% | +13.4% | +7.9% |
| 1Y | -7.1% | -13.2% | +6.1% | -1.7% |
| 3Y | +90.2% | +19.5% | +70.8% | +66.4% |
| 5Y | +131.1% | +43.6% | +87.5% | +82.6% |
| 10Y | +777.7% | +109.9% | +667.8% | +441.4% |
| All | +4,719.4% | +1,424.7% | +3,294.7% | +967.4% |
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