+224.7%
TSM vs SUI
-25.7%
+250.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.7% | -11.5% | -10.9% |
| 7D | -18.2% | +8.8% | -27.0% | -19.1% |
| 30D | -26.8% | +8.9% | -35.7% | -27.7% |
| 3M | -14.5% | +2.0% | -16.5% | -14.8% |
| 6M | -10.0% | -0.6% | -9.4% | -10.3% |
| YTD | +17.1% | +1.3% | +15.8% | +16.1% |
| 1Y | +21.5% | +1.3% | +20.3% | +20.5% |
| 3Y | +300.4% | +16.3% | +284.1% | +269.5% |
| 5Y | +224.7% | -25.1% | +249.8% | +264.7% |
| All | +224.7% | -25.7% | +250.4% | +264.7% |
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