+220.3%
TTMI vs SRE
+1,902.4%
-1,682.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | +11.4% | +1.8% | +9.6% | +10.4% |
| 30D | -28.3% | -3.0% | -25.3% | -27.3% |
| 3M | -46.7% | -7.3% | -39.4% | -44.8% |
| 6M | -56.1% | -11.9% | -44.2% | -53.6% |
| YTD | +7.4% | -7.9% | +15.2% | +11.2% |
| 1Y | +17.4% | -11.1% | +28.6% | +24.0% |
| 3Y | +429.1% | +24.8% | +404.3% | +355.7% |
| 5Y | +418.8% | +52.4% | +366.4% | +298.3% |
| 10Y | +411.2% | +127.9% | +283.4% | +191.0% |
| All | +220.3% | +1,902.4% | -1,682.0% | -41.5% |
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