+4,624.9%
TMO vs SUI
+4,008.3%
+616.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +3.3% | -3.8% | +7.1% | +4.6% |
| 30D | +5.5% | +3.9% | +1.5% | +3.8% |
| 3M | +16.1% | +0.2% | +15.9% | +15.5% |
| 6M | +52.6% | -4.2% | +56.7% | +53.8% |
| YTD | +21.0% | -2.5% | +23.6% | +21.1% |
| 1Y | +19.4% | -4.0% | +23.4% | +20.0% |
| 3Y | +57.5% | +16.5% | +41.0% | +46.5% |
| 5Y | +11.7% | -27.2% | +38.9% | +20.1% |
| 10Y | +375.7% | +119.6% | +256.2% | +243.3% |
| All | +4,624.9% | +4,008.3% | +616.6% | +1,330.7% |
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