-18.0%
TSN vs SUI
-26.4%
+8.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.1% |
| 7D | -1.4% | -1.5% | 0.0% | -1.0% |
| 30D | +8.5% | +3.7% | +4.7% | +7.1% |
| 3M | +5.3% | -0.4% | +5.7% | +5.3% |
| 6M | -10.5% | -2.8% | -7.7% | -9.9% |
| YTD | +3.0% | -1.6% | +4.6% | +2.9% |
| 1Y | +12.1% | -2.1% | +14.2% | +12.3% |
| 3Y | +43.1% | +18.5% | +24.6% | +32.7% |
| All | -18.0% | -26.4% | +8.4% | -12.1% |
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