+22.3%
SUI vs TW
+211.4%
-189.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.6% |
| 7D | -3.1% | -3.5% | +0.4% | -2.1% |
| 30D | -2.3% | +0.5% | -2.8% | -2.5% |
| 3M | -2.8% | +4.9% | -7.8% | -4.6% |
| 6M | -12.4% | -17.1% | +4.7% | -8.0% |
| YTD | -3.3% | -3.9% | +0.5% | -3.5% |
| 1Y | -5.8% | -13.3% | +7.4% | -3.0% |
| 3Y | +12.5% | +20.9% | -8.4% | -0.5% |
| 5Y | -32.9% | +20.5% | -53.4% | -42.1% |
| All | +22.3% | +211.4% | -189.1% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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