+3,339.2%
TRMB vs SUI
+4,037.5%
-698.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.5% | -2.8% | +0.3% | -1.2% |
| 30D | +1.5% | -1.2% | +2.7% | +2.0% |
| 3M | +6.8% | -1.7% | +8.5% | +7.4% |
| 6M | -14.9% | -10.5% | -4.5% | -10.9% |
| YTD | -24.1% | -1.8% | -22.3% | -23.9% |
| 1Y | -25.4% | -4.1% | -21.3% | -24.5% |
| 3Y | +8.0% | +11.3% | -3.2% | -0.4% |
| 5Y | -37.3% | -32.1% | -5.2% | -27.9% |
| 10Y | +116.8% | +110.4% | +6.4% | +45.1% |
| All | +3,339.2% | +4,037.5% | -698.3% | +755.3% |
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 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