+172.6%
TTMI vs SRE
+4.7%
+167.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.5% | +9.2% |
| 7D | +5.9% | -0.3% | +6.2% | +6.0% |
| 30D | -4.3% | -0.7% | -3.6% | -4.0% |
| 3M | -32.0% | -6.3% | -25.7% | -30.1% |
| 6M | +19.5% | -10.7% | +30.1% | +26.9% |
| YTD | +82.0% | -3.5% | +85.5% | +86.5% |
| 1Y | +172.6% | +5.3% | +167.3% | +183.0% |
| All | +172.6% | +4.7% | +167.9% | +183.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling