+159.0%
SU vs TLN
+602.5%
-443.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | +0.7% |
| 7D | -1.0% | +10.9% | -11.9% | -1.5% |
| 30D | +13.7% | -6.3% | +20.0% | +14.0% |
| 3M | +8.0% | -10.7% | +18.7% | +8.4% |
| 6M | +21.0% | +1.6% | +19.4% | +19.7% |
| YTD | +56.2% | -13.1% | +69.3% | +55.9% |
| 1Y | +72.2% | -15.1% | +87.3% | +71.7% |
| 3Y | +118.1% | +495.0% | -376.9% | +71.5% |
| All | +159.0% | +602.5% | -443.4% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling