-14.5%
TSN vs SUI
-27.8%
+13.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -1.4% | -3.8% | +2.4% | -0.2% |
| 30D | +10.2% | +3.9% | +6.2% | +8.7% |
| 3M | +7.2% | +0.2% | +7.0% | +7.0% |
| 6M | -10.6% | -4.2% | -6.4% | -9.6% |
| YTD | +3.7% | -2.5% | +6.3% | +4.0% |
| 1Y | +13.5% | -4.0% | +17.5% | +14.4% |
| 3Y | +40.1% | +16.5% | +23.6% | +30.7% |
| 5Y | -14.5% | -27.2% | +12.8% | -8.1% |
| All | -14.5% | -27.8% | +13.3% | -8.1% |
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