+4,751.7%
TMO vs SUI
+4,072.7%
+679.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +2.8% | +3.4% | -0.6% | +1.6% |
| 30D | +9.1% | +4.6% | +4.5% | +7.2% |
| 3M | +19.9% | +1.6% | +18.3% | +18.7% |
| 6M | +54.7% | -3.5% | +58.2% | +55.6% |
| YTD | +24.3% | -1.0% | +25.3% | +23.7% |
| 1Y | +25.0% | -1.7% | +26.8% | +24.7% |
| 3Y | +61.7% | +18.4% | +43.4% | +49.7% |
| 5Y | +16.2% | -26.3% | +42.6% | +24.5% |
| 10Y | +378.7% | +123.3% | +255.3% | +243.4% |
| All | +4,751.7% | +4,072.7% | +679.0% | +1,361.4% |
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