+7,716.4%
TPR vs SU
+2,141.4%
+5,575.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.3% | +3.6% | -5.9% | -3.5% |
| 30D | -23.0% | +7.9% | -30.8% | -25.1% |
| 3M | -12.5% | +3.5% | -16.0% | -14.3% |
| 6M | -21.4% | +19.0% | -40.4% | -27.3% |
| YTD | -3.5% | +55.0% | -58.5% | -18.4% |
| 1Y | +17.4% | +71.2% | -53.9% | -4.3% |
| 3Y | +291.3% | +117.4% | +173.8% | +188.3% |
| 5Y | +241.9% | +335.2% | -93.2% | +90.5% |
| 10Y | +322.7% | +248.7% | +73.9% | +141.0% |
| All | +7,716.4% | +2,141.4% | +5,575.1% | +3,051.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling