+130.4%
TLT vs SUI
+1,188.3%
-1,057.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +0.5% | +8.8% | -8.2% | +0.9% |
| 30D | +6.0% | +8.9% | -2.9% | +6.4% |
| 3M | -0.9% | +2.0% | -2.9% | -0.8% |
| 6M | -2.6% | -0.6% | -2.0% | -2.6% |
| YTD | -3.1% | +1.3% | -4.5% | -3.0% |
| 1Y | -4.4% | +1.3% | -5.6% | -4.2% |
| 3Y | +5.5% | +16.3% | -10.8% | +6.5% |
| 5Y | -34.7% | -25.1% | -9.7% | -35.8% |
| 10Y | -17.6% | +121.1% | -138.7% | -10.5% |
| All | +130.4% | +1,188.3% | -1,057.9% | +223.2% |
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