+1,124.0%
TTMI vs SRE
+122.3%
+1,001.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.1% | +3.7% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | -8.4% | -3.0% | -5.4% | -7.5% |
| 3M | -32.5% | -8.3% | -24.2% | -30.3% |
| 6M | +32.5% | -8.9% | +41.4% | +37.2% |
| YTD | +83.2% | -4.3% | +87.5% | +86.2% |
| 1Y | +161.7% | +2.7% | +158.9% | +158.3% |
| 3Y | +890.1% | +28.7% | +861.5% | +773.8% |
| 5Y | +832.4% | +47.1% | +785.3% | +678.9% |
| All | +1,124.0% | +122.3% | +1,001.7% | +882.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling