+61.7%
TMO vs SUI
+17.8%
+43.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +2.8% | +3.4% | -0.6% | +1.8% |
| 30D | +9.1% | +4.6% | +4.5% | +7.4% |
| 3M | +19.9% | +1.6% | +18.3% | +18.9% |
| 6M | +54.7% | -3.5% | +58.2% | +55.7% |
| YTD | +24.3% | -1.0% | +25.3% | +23.8% |
| 1Y | +25.0% | -1.7% | +26.8% | +24.8% |
| 3Y | +61.7% | +18.4% | +43.4% | +47.8% |
| All | +61.7% | +17.8% | +43.9% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling