-31.2%
SUI vs TW
+23.1%
-54.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | -2.8% | -2.3% | -0.5% | -2.3% |
| 30D | -1.2% | +3.9% | -5.1% | -2.1% |
| 3M | -1.7% | +5.7% | -7.4% | -3.2% |
| 6M | -10.5% | -14.5% | +4.1% | -7.7% |
| YTD | -1.8% | -0.9% | -1.0% | -2.6% |
| 1Y | -4.1% | -13.5% | +9.4% | -1.5% |
| 3Y | +11.3% | +25.0% | -13.7% | -1.8% |
| All | -31.2% | +23.1% | -54.4% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling