+162.6%
SU vs TLN
+574.4%
-411.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +2.2% | -1.3% | +3.6% | +2.3% |
| 30D | +8.4% | -14.3% | +22.8% | +9.3% |
| 3M | +12.1% | -9.3% | +21.4% | +12.3% |
| 6M | +19.7% | -1.1% | +20.8% | +18.5% |
| YTD | +58.4% | -16.6% | +75.0% | +58.4% |
| 1Y | +67.2% | -22.0% | +89.2% | +67.9% |
| 3Y | +125.0% | +470.2% | -345.1% | +77.5% |
| All | +162.6% | +574.4% | -411.7% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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