+273.1%
TSM vs SUI
-32.0%
+305.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +2.7% | -2.8% | +5.6% | +3.2% |
| 30D | +3.6% | -1.2% | +4.8% | +3.7% |
| 3M | -3.4% | -1.7% | -1.6% | -3.5% |
| 6M | +20.6% | -10.5% | +31.1% | +22.6% |
| YTD | +41.9% | -1.8% | +43.7% | +41.4% |
| 1Y | +84.4% | -4.1% | +88.5% | +84.4% |
| 3Y | +380.2% | +11.3% | +369.0% | +347.9% |
| All | +273.1% | -32.0% | +305.1% | +310.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling