+227.6%
TRU vs SUI
+168.4%
+59.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.8% |
| 7D | -6.8% | -2.8% | -3.9% | -5.3% |
| 30D | 0.0% | -1.2% | +1.2% | +0.6% |
| 3M | +13.3% | -1.7% | +15.0% | +14.5% |
| 6M | +3.4% | -10.5% | +13.9% | +9.8% |
| YTD | -6.4% | -1.8% | -4.5% | -5.6% |
| 1Y | -9.7% | -4.1% | -5.6% | -7.8% |
| 3Y | +0.1% | +11.3% | -11.1% | -7.3% |
| 5Y | -34.0% | -32.1% | -1.9% | -22.0% |
| 10Y | +147.9% | +110.4% | +37.4% | +94.6% |
| All | +227.6% | +168.4% | +59.2% | +145.4% |
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