+4,043.1%
TMO vs SUI
+4,037.5%
+5.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.6% |
| 7D | -1.4% | -2.8% | +1.5% | -0.4% |
| 30D | +6.2% | -1.2% | +7.4% | +6.6% |
| 3M | +27.5% | -1.7% | +29.2% | +28.0% |
| 6M | +20.0% | -10.5% | +30.4% | +24.2% |
| YTD | +6.1% | -1.8% | +8.0% | +6.3% |
| 1Y | +25.8% | -4.1% | +29.9% | +26.9% |
| 3Y | +11.2% | +11.3% | 0.0% | +5.3% |
| 5Y | +9.6% | -32.1% | +41.7% | +20.8% |
| 10Y | +317.8% | +110.4% | +207.3% | +206.3% |
| All | +4,043.1% | +4,037.5% | +5.6% | +1,156.3% |
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