+84.4%
TSM vs SUI
-2.0%
+86.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.7% |
| 7D | +2.7% | -2.8% | +5.6% | +1.3% |
| 30D | +3.6% | -1.2% | +4.8% | +3.1% |
| 3M | -3.4% | -1.7% | -1.6% | -3.8% |
| 6M | +20.6% | -10.5% | +31.1% | +17.7% |
| YTD | +41.9% | -1.8% | +43.7% | +43.1% |
| 1Y | +84.4% | -4.1% | +88.5% | +86.6% |
| All | +84.4% | -2.0% | +86.4% | +86.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling