+187.6%
TTMI vs SUI
+1,689.9%
-1,502.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.5% | +8.4% | +7.7% |
| 7D | -19.8% | +6.2% | -26.0% | -22.9% |
| 30D | -48.1% | +8.6% | -56.7% | -51.5% |
| 3M | -51.2% | +1.0% | -52.2% | -52.7% |
| 6M | -59.6% | -2.6% | -57.0% | -60.9% |
| YTD | -3.6% | -0.1% | -3.5% | -8.1% |
| 1Y | -2.3% | +0.5% | -2.8% | -7.3% |
| 3Y | +369.4% | +15.3% | +354.1% | +298.0% |
| 5Y | +365.4% | -26.1% | +391.6% | +399.0% |
| 10Y | +413.2% | +117.8% | +295.4% | +159.0% |
| All | +187.6% | +1,689.9% | -1,502.2% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling