+316.3%
TPR vs SU
+267.2%
+49.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -3.0% | +2.2% | -5.2% | -3.8% |
| 30D | -22.6% | +8.4% | -31.1% | -25.3% |
| 3M | -18.2% | +12.1% | -30.3% | -22.5% |
| 6M | -18.0% | +19.7% | -37.6% | -25.4% |
| YTD | -6.4% | +58.4% | -64.8% | -24.3% |
| 1Y | +12.3% | +67.2% | -54.9% | -11.5% |
| 3Y | +298.7% | +125.0% | +173.6% | +169.6% |
| 5Y | +232.5% | +355.1% | -122.5% | +51.5% |
| All | +316.3% | +267.2% | +49.0% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling