+26.4%
SUI vs TW
+286.2%
-259.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +6.2% | +4.2% | +2.0% | +4.9% |
| 30D | +8.6% | +18.9% | -10.3% | +3.2% |
| 3M | +1.0% | +23.8% | -22.8% | -5.3% |
| 6M | -2.6% | +17.0% | -19.6% | -7.6% |
| YTD | -0.1% | +19.2% | -19.4% | -6.6% |
| 1Y | +0.5% | +20.1% | -19.6% | -6.3% |
| 3Y | +15.3% | +40.5% | -25.2% | -2.0% |
| 5Y | -26.1% | +38.0% | -64.2% | -38.4% |
| All | +26.4% | +286.2% | -259.8% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling