-48.5%
TE vs SUI
-2.4%
-46.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.5% | +11.5% | +10.4% |
| 7D | +18.2% | -3.1% | +21.3% | +19.1% |
| 30D | -13.5% | -2.3% | -11.2% | -13.0% |
| 3M | -44.6% | -2.8% | -41.8% | -44.8% |
| 6M | -24.7% | -12.4% | -12.3% | -22.7% |
| YTD | -24.3% | -3.3% | -20.9% | -24.7% |
| 1Y | +155.6% | -5.8% | +161.4% | +155.8% |
| 3Y | -18.3% | +12.5% | -30.7% | -23.1% |
| 5Y | -41.3% | -32.9% | -8.4% | -40.8% |
| All | -48.5% | -2.4% | -46.1% | -47.5% |
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