-32.9%
SUI vs TKO
+312.5%
-345.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -2.2% |
| 7D | -3.1% | +7.2% | -10.3% | -4.1% |
| 30D | -2.3% | +4.7% | -7.0% | -3.0% |
| 3M | -2.8% | -3.2% | +0.4% | -2.6% |
| 6M | -12.4% | -2.9% | -9.5% | -12.3% |
| YTD | -3.3% | -5.8% | +2.5% | -3.0% |
| 1Y | -5.8% | -1.1% | -4.8% | -6.3% |
| 3Y | +12.5% | +111.1% | -98.6% | -1.6% |
| 5Y | -32.9% | +315.6% | -348.4% | -50.5% |
| All | -32.9% | +312.5% | -345.4% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling