+17.5%
TMO vs SUI
+12.1%
+5.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | +0.4% | -3.1% | +3.5% | +1.4% |
| 30D | +1.5% | -2.3% | +3.8% | +2.2% |
| 3M | +28.5% | -2.8% | +31.3% | +29.5% |
| 6M | +20.4% | -12.4% | +32.7% | +25.3% |
| YTD | +4.3% | -3.3% | +7.6% | +4.9% |
| 1Y | +24.1% | -5.8% | +29.9% | +25.9% |
| 3Y | +17.5% | +12.5% | +5.0% | +8.0% |
| All | +17.5% | +12.1% | +5.4% | +8.0% |
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