+12.6%
TE vs SUI
+17.1%
-4.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.7% | -6.8% | -7.5% |
| 7D | -13.6% | -3.8% | -9.8% | -13.5% |
| 30D | -37.7% | +3.9% | -41.6% | -38.1% |
| 3M | -59.8% | +0.2% | -60.0% | -59.9% |
| 6M | -66.3% | -4.2% | -62.2% | -66.5% |
| YTD | -70.5% | -2.5% | -68.0% | -70.9% |
| 1Y | -48.8% | -4.0% | -44.8% | -49.3% |
| All | +12.6% | +17.1% | -4.5% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling