+7,071.3%
TDY vs SUI
+1,704.1%
+5,367.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | -0.9% | -3.1% | +2.2% | +0.5% |
| 30D | -12.5% | -2.3% | -10.2% | -11.6% |
| 3M | -1.2% | -2.8% | +1.6% | -0.5% |
| 6M | -6.6% | -12.4% | +5.8% | -1.5% |
| YTD | +18.5% | -3.3% | +21.8% | +19.3% |
| 1Y | +10.8% | -5.8% | +16.6% | +12.7% |
| 3Y | +47.5% | +12.5% | +35.0% | +34.7% |
| 5Y | +35.8% | -32.9% | +68.7% | +54.5% |
| 10Y | +459.0% | +104.4% | +354.6% | +263.4% |
| All | +7,071.3% | +1,704.1% | +5,367.2% | +1,701.7% |
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