+808.8%
TTMI vs SUI
-32.0%
+840.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.2% | +9.0% |
| 7D | +5.9% | -2.8% | +8.7% | +6.8% |
| 30D | -4.3% | -1.2% | -3.1% | -4.0% |
| 3M | -32.0% | -1.7% | -30.3% | -32.6% |
| 6M | +19.5% | -10.5% | +29.9% | +23.3% |
| YTD | +82.0% | -1.8% | +83.9% | +80.4% |
| 1Y | +172.6% | -4.1% | +176.7% | +172.2% |
| 3Y | +744.7% | +11.3% | +733.4% | +662.2% |
| All | +808.8% | -32.0% | +840.8% | +868.7% |
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