-54.0%
TE vs SUI
-2.0%
-52.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.9% | -11.4% | -13.2% |
| 7D | -26.9% | +3.4% | -30.3% | -24.0% |
| 30D | -38.9% | +4.6% | -43.5% | -35.4% |
| 3M | -61.0% | +1.6% | -62.6% | -59.9% |
| 6M | -66.4% | -3.5% | -62.9% | -66.4% |
| YTD | -69.0% | -1.0% | -68.0% | -66.9% |
| 1Y | -54.0% | -1.7% | -52.3% | -50.3% |
| All | -54.0% | -2.0% | -52.0% | -50.3% |
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