-53.4%
TE vs SU
+161.2%
-214.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.7% |
| 7D | +0.9% | +1.7% | -0.8% | +0.6% |
| 30D | -16.3% | +9.6% | -25.9% | -17.7% |
| 3M | -40.8% | +11.7% | -52.5% | -42.3% |
| 6M | -42.6% | +21.9% | -64.5% | -45.2% |
| YTD | -31.4% | +58.6% | -90.1% | -37.9% |
| 1Y | +144.9% | +66.5% | +78.4% | +119.0% |
| 3Y | -26.0% | +121.4% | -147.4% | -37.2% |
| 5Y | -48.5% | +355.7% | -404.2% | -58.7% |
| All | -53.4% | +161.2% | -214.5% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling