-48.8%
TE vs SUI
-4.1%
-44.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.7% | -6.8% | -8.3% |
| 7D | -13.6% | -3.8% | -9.8% | -17.3% |
| 30D | -37.7% | +3.9% | -41.6% | -34.5% |
| 3M | -59.8% | +0.2% | -60.0% | -59.2% |
| 6M | -66.3% | -4.2% | -62.2% | -66.9% |
| YTD | -70.5% | -2.5% | -68.0% | -68.6% |
| 1Y | -48.8% | -4.0% | -44.8% | -44.9% |
| All | -48.8% | -4.1% | -44.7% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling