+3,002.1%
TRMB vs SUI
+4,171.7%
-1,169.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -17.9% | +8.8% | -26.7% | -21.4% |
| 30D | -12.0% | +8.9% | -20.9% | -16.0% |
| 3M | -8.4% | +2.0% | -10.5% | -10.0% |
| 6M | -21.5% | -0.6% | -20.9% | -22.2% |
| YTD | -31.5% | +1.3% | -32.9% | -32.9% |
| 1Y | -33.4% | +1.3% | -34.7% | -34.7% |
| 3Y | +26.5% | +16.3% | +10.2% | +13.7% |
| 5Y | -37.9% | -25.1% | -12.9% | -32.2% |
| 10Y | +107.3% | +121.1% | -13.7% | +34.7% |
| All | +3,002.1% | +4,171.7% | -1,169.7% | +654.4% |
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