+386.6%
TMO vs SUI
+123.0%
+263.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.8% | -1.5% | +2.3% | +1.3% |
| 30D | +4.0% | +3.7% | +0.3% | +2.4% |
| 3M | +17.6% | -0.4% | +18.0% | +17.3% |
| 6M | +57.3% | -2.8% | +60.0% | +57.8% |
| YTD | +21.2% | -1.6% | +22.8% | +20.8% |
| 1Y | +21.1% | -2.1% | +23.2% | +20.9% |
| 3Y | +58.8% | +18.5% | +40.3% | +46.0% |
| 5Y | +11.8% | -26.5% | +38.3% | +19.6% |
| All | +386.6% | +123.0% | +263.7% | +314.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling