+421.8%
TPR vs SUI
+16.8%
+404.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +6.9% |
| 7D | +13.9% | +8.8% | +5.1% | +11.6% |
| 30D | +14.9% | +8.9% | +6.0% | +12.5% |
| 3M | -15.4% | +2.0% | -17.4% | -15.9% |
| 6M | -4.5% | -0.6% | -3.8% | -4.6% |
| YTD | +6.0% | +1.3% | +4.6% | +5.2% |
| 1Y | +24.3% | +1.3% | +23.1% | +23.4% |
| All | +421.8% | +16.8% | +404.9% | +371.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling