+2,414.9%
SU vs TDY
+7,056.0%
-4,641.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.5% |
| 7D | +2.2% | -1.1% | +3.4% | +2.5% |
| 30D | +8.4% | -12.0% | +20.5% | +12.3% |
| 3M | +12.1% | -3.2% | +15.3% | +12.8% |
| 6M | +19.7% | -7.9% | +27.5% | +21.5% |
| YTD | +58.4% | +18.2% | +40.2% | +49.6% |
| 1Y | +67.2% | +6.7% | +60.6% | +62.3% |
| 3Y | +125.0% | +47.5% | +77.5% | +97.1% |
| 5Y | +355.1% | +39.5% | +315.6% | +302.2% |
| 10Y | +263.7% | +477.2% | -213.5% | +133.4% |
| All | +2,414.9% | +7,056.0% | -4,641.1% | +1,147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling