+276.0%
SU vs TDY
+475.9%
-199.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | +2.1% | -2.2% | +4.3% | +3.3% |
| 30D | +5.1% | -12.1% | +17.2% | +12.6% |
| 3M | +12.3% | -4.6% | +16.9% | +14.3% |
| 6M | +16.8% | -6.5% | +23.4% | +19.1% |
| YTD | +58.2% | +16.9% | +41.2% | +40.7% |
| 1Y | +68.2% | +7.3% | +60.8% | +56.4% |
| 3Y | +118.2% | +43.6% | +74.6% | +64.5% |
| 5Y | +348.0% | +38.4% | +309.6% | +235.1% |
| 10Y | +276.0% | +476.2% | -200.2% | +68.3% |
| All | +276.0% | +475.9% | -199.9% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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