+296.9%
TSM vs SUI
+16.8%
+280.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.7% | -11.5% | -10.7% |
| 7D | -18.2% | +8.8% | -27.0% | -17.0% |
| 30D | -26.8% | +8.9% | -35.7% | -25.7% |
| 3M | -14.5% | +2.0% | -16.5% | -13.9% |
| 6M | -10.0% | -0.6% | -9.4% | -9.4% |
| YTD | +17.1% | +1.3% | +15.8% | +18.1% |
| 1Y | +21.5% | +1.3% | +20.3% | +22.5% |
| All | +296.9% | +16.8% | +280.0% | +288.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling