+7,716.4%
TPR vs SUI
+1,621.1%
+6,095.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -2.3% | -2.8% | +0.5% | -0.8% |
| 30D | -23.0% | -1.2% | -21.8% | -22.7% |
| 3M | -12.5% | -1.7% | -10.7% | -12.1% |
| 6M | -21.4% | -10.5% | -11.0% | -17.1% |
| YTD | -3.5% | -1.8% | -1.7% | -3.4% |
| 1Y | +17.4% | -4.1% | +21.4% | +18.6% |
| 3Y | +291.3% | +11.3% | +280.0% | +251.7% |
| 5Y | +241.9% | -32.1% | +274.0% | +297.3% |
| 10Y | +322.7% | +110.4% | +212.2% | +161.6% |
| All | +7,716.4% | +1,621.1% | +6,095.3% | +1,091.0% |
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