+218.7%
TPR vs SU
+360.6%
-141.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.6% |
| 7D | -7.3% | +1.6% | -8.9% | -7.6% |
| 30D | -30.7% | +10.7% | -41.5% | -32.3% |
| 3M | -21.6% | +13.5% | -35.1% | -24.1% |
| 6M | -21.3% | +21.8% | -43.1% | -26.0% |
| YTD | -10.2% | +58.8% | -69.0% | -21.5% |
| 1Y | +9.5% | +72.0% | -62.5% | -6.6% |
| 3Y | +280.8% | +121.7% | +159.1% | +197.7% |
| 5Y | +218.7% | +350.4% | -131.7% | +89.2% |
| All | +218.7% | +360.6% | -141.9% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling