-38.5%
TE vs SU
+21.9%
-60.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.6% | -2.0% |
| 7D | +15.0% | +1.6% | +13.4% | +16.0% |
| 30D | -7.5% | +10.7% | -18.3% | -2.1% |
| 3M | -42.0% | +13.5% | -55.5% | -36.8% |
| All | -38.5% | +21.9% | -60.4% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling