+7,529.4%
TDY vs SUI
+1,735.8%
+5,793.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | +4.1% | -1.5% | +5.5% | +4.7% |
| 30D | +5.7% | +3.7% | +2.0% | +3.4% |
| 3M | -4.4% | -0.4% | -4.1% | -5.0% |
| 6M | +1.2% | -2.8% | +4.0% | +1.2% |
| YTD | +26.0% | -1.6% | +27.6% | +25.1% |
| 1Y | +27.4% | -2.1% | +29.4% | +26.6% |
| 3Y | +67.5% | +18.5% | +49.0% | +49.0% |
| 5Y | +44.9% | -26.5% | +71.4% | +57.2% |
| 10Y | +440.9% | +121.6% | +319.3% | +237.6% |
| All | +7,529.4% | +1,735.8% | +5,793.6% | +1,789.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling