+135.5%
TDG vs SUI
-32.1%
+167.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | -0.9% | -3.1% | +2.2% | +0.1% |
| 30D | -6.5% | -2.3% | -4.2% | -5.9% |
| 3M | -5.1% | -2.8% | -2.3% | -4.4% |
| 6M | -11.5% | -12.4% | +0.8% | -7.8% |
| YTD | -13.9% | -3.3% | -10.6% | -13.3% |
| 1Y | -11.5% | -5.8% | -5.6% | -10.2% |
| 3Y | +53.7% | +12.5% | +41.2% | +42.0% |
| 5Y | +135.5% | -32.9% | +168.4% | +171.3% |
| All | +135.5% | -32.1% | +167.6% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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