-53.1%
TE vs SU
+160.8%
-213.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +0.2% | +2.2% | -2.0% | -0.1% |
| 30D | -5.9% | +8.4% | -14.4% | -7.3% |
| 3M | -45.6% | +12.1% | -57.7% | -47.0% |
| 6M | -43.4% | +19.7% | -63.0% | -45.7% |
| YTD | -31.0% | +58.4% | -89.4% | -37.4% |
| 1Y | +145.2% | +67.2% | +78.0% | +119.1% |
| 3Y | -24.1% | +125.0% | -149.1% | -35.7% |
| 5Y | -48.1% | +355.1% | -403.2% | -58.4% |
| All | -53.1% | +160.8% | -213.8% | -62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling