+265.2%
SU vs TNA
+86.1%
+179.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +2.2% | -7.3% | +9.5% | +4.2% |
| 30D | +8.4% | -14.2% | +22.6% | +12.6% |
| 3M | +12.1% | -4.6% | +16.7% | +12.3% |
| 6M | +19.7% | +36.9% | -17.3% | +6.3% |
| YTD | +58.4% | +42.5% | +15.9% | +37.9% |
| 1Y | +67.2% | +45.8% | +21.5% | +42.4% |
| 3Y | +125.0% | +104.7% | +20.4% | +52.5% |
| 5Y | +355.1% | -21.7% | +376.8% | +266.2% |
| All | +265.2% | +86.1% | +179.1% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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