+11,237.1%
TSM vs SUI
+1,768.6%
+9,468.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.7% | -11.5% | -11.0% |
| 7D | -18.2% | +8.8% | -27.0% | -20.8% |
| 30D | -26.8% | +8.9% | -35.7% | -29.4% |
| 3M | -14.5% | +2.0% | -16.5% | -15.7% |
| 6M | -10.0% | -0.6% | -9.4% | -11.2% |
| YTD | +17.1% | +1.3% | +15.8% | +14.4% |
| 1Y | +21.5% | +1.3% | +20.3% | +18.6% |
| 3Y | +300.4% | +16.3% | +284.1% | +258.0% |
| 5Y | +224.7% | -25.1% | +249.8% | +239.7% |
| 10Y | +1,372.7% | +121.1% | +1,251.6% | +838.6% |
| All | +11,237.1% | +1,768.6% | +9,468.5% | +2,447.9% |
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