+27.6%
TMO vs SUI
-7.5%
+35.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | -0.5% | -4.3% | +3.8% | +0.6% |
| 30D | +1.0% | -2.1% | +3.1% | +1.5% |
| 3M | +22.7% | -6.1% | +28.8% | +24.4% |
| 6M | +19.0% | -12.8% | +31.8% | +22.3% |
| YTD | +4.7% | -4.6% | +9.4% | +5.6% |
| All | +27.6% | -7.5% | +35.1% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling