-25.8%
TE vs SU
+88.1%
-113.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +1.0% | -5.4% |
| 7D | +3.8% | -7.1% | +10.9% | +0.7% |
| 30D | -26.2% | +4.8% | -31.0% | -24.7% |
| 3M | -49.7% | +12.5% | -62.2% | -46.8% |
| 6M | -46.5% | +6.5% | -52.9% | -43.0% |
| YTD | -59.1% | +65.8% | -124.9% | -58.5% |
| 1Y | -25.8% | +86.2% | -112.0% | -29.4% |
| All | -25.8% | +88.1% | -113.9% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling