+829.0%
TTMI vs SRE
+45.6%
+783.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.1% | +3.7% |
| 7D | +0.7% | -0.8% | +1.5% | +1.1% |
| 30D | -8.4% | -3.0% | -5.4% | -7.3% |
| 3M | -32.5% | -8.3% | -24.2% | -30.0% |
| 6M | +32.5% | -8.9% | +41.4% | +37.8% |
| YTD | +83.2% | -4.3% | +87.5% | +86.6% |
| 1Y | +161.7% | +2.7% | +158.9% | +158.1% |
| 3Y | +890.1% | +28.7% | +861.5% | +745.0% |
| All | +829.0% | +45.6% | +783.4% | +658.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling