+858.0%
TTMI vs SRE
+29.3%
+828.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | +6.0% | -0.7% | +6.7% | +6.3% |
| 30D | -6.4% | -1.7% | -4.7% | -5.8% |
| 3M | -28.9% | -7.1% | -21.9% | -26.8% |
| 6M | +26.9% | -8.4% | +35.2% | +31.5% |
| YTD | +77.3% | -3.5% | +80.8% | +80.1% |
| 1Y | +147.5% | +5.4% | +142.1% | +142.3% |
| All | +858.0% | +29.3% | +828.7% | +702.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling