+125.4%
SU vs TLN
+469.0%
-343.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | +1.7% | +2.0% | -0.3% | +1.5% |
| 30D | +9.6% | -12.9% | +22.6% | +10.3% |
| 3M | +11.7% | -7.4% | +19.2% | +11.8% |
| 6M | +21.9% | -6.0% | +28.0% | +21.2% |
| YTD | +58.6% | -16.9% | +75.5% | +58.7% |
| 1Y | +66.5% | -22.6% | +89.2% | +67.3% |
| All | +125.4% | +469.0% | -343.7% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling