+369.4%
TTMI vs SUI
+15.1%
+354.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.5% | +8.4% | +6.8% |
| 7D | -19.8% | +6.2% | -26.0% | -19.5% |
| 30D | -48.1% | +8.6% | -56.7% | -48.2% |
| 3M | -51.2% | +1.0% | -52.2% | -50.9% |
| 6M | -59.6% | -2.6% | -57.0% | -59.3% |
| YTD | -3.6% | -0.1% | -3.5% | -3.6% |
| 1Y | -2.3% | +0.5% | -2.8% | -2.5% |
| 3Y | +369.4% | +15.3% | +354.1% | +316.5% |
| All | +369.4% | +15.1% | +354.2% | +316.5% |
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 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