-33.9%
TRMB vs SUI
-27.1%
-6.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.5% |
| 7D | +4.1% | -2.4% | +6.6% | +5.2% |
| 30D | -5.1% | +3.3% | -8.4% | -7.2% |
| 3M | -2.6% | +0.7% | -3.3% | -3.7% |
| 6M | -2.7% | -4.1% | +1.4% | -1.8% |
| YTD | -27.9% | -1.8% | -26.1% | -28.3% |
| 1Y | -29.0% | -4.1% | -25.0% | -28.6% |
| 3Y | +35.0% | +17.4% | +17.6% | +17.2% |
| 5Y | -33.9% | -27.0% | -6.9% | -21.0% |
| All | -33.9% | -27.1% | -6.8% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling