+13,634.3%
TSM vs SUI
+1,709.9%
+11,924.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +2.7% | -2.8% | +5.6% | +3.8% |
| 30D | +3.6% | -1.2% | +4.8% | +4.0% |
| 3M | -3.4% | -1.7% | -1.6% | -3.5% |
| 6M | +20.6% | -10.5% | +31.1% | +24.4% |
| YTD | +41.9% | -1.8% | +43.7% | +41.1% |
| 1Y | +84.4% | -4.1% | +88.5% | +84.2% |
| 3Y | +380.2% | +11.3% | +369.0% | +338.3% |
| 5Y | +275.3% | -32.1% | +307.4% | +310.0% |
| 10Y | +1,751.4% | +110.4% | +1,640.9% | +1,109.3% |
| All | +13,634.3% | +1,709.9% | +11,924.5% | +3,042.5% |
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