+804.9%
TTMI vs SUI
+12.1%
+792.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.2% | +8.9% |
| 7D | +5.9% | -2.8% | +8.7% | +6.4% |
| 30D | -4.3% | -1.2% | -3.1% | -4.1% |
| 3M | -32.0% | -1.7% | -30.3% | -32.5% |
| 6M | +19.5% | -10.5% | +29.9% | +22.7% |
| YTD | +82.0% | -1.8% | +83.9% | +80.9% |
| 1Y | +172.6% | -4.1% | +176.7% | +172.8% |
| All | +804.9% | +12.1% | +792.8% | +668.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling