-76.0%
TE vs SUI
+0.8%
-76.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.8% |
| 7D | -12.6% | +6.2% | -18.8% | -13.9% |
| 30D | -36.7% | +8.6% | -45.3% | -38.3% |
| 3M | -57.5% | +1.0% | -58.5% | -57.8% |
| 6M | -55.2% | -2.6% | -52.6% | -55.6% |
| YTD | -64.7% | -0.1% | -64.5% | -65.3% |
| 1Y | -35.9% | +0.5% | -36.3% | -37.3% |
| 3Y | -31.8% | +15.3% | -47.0% | -36.5% |
| 5Y | -79.4% | -26.1% | -53.3% | -79.5% |
| All | -76.0% | +0.8% | -76.8% | -75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling