-31.8%
TE vs SUI
+15.1%
-46.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.6% |
| 7D | -12.6% | +6.2% | -18.8% | -13.1% |
| 30D | -36.7% | +8.6% | -45.3% | -37.7% |
| 3M | -57.5% | +1.0% | -58.5% | -57.5% |
| 6M | -55.2% | -2.6% | -52.6% | -55.4% |
| 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% | -49.4% |
| All | -31.8% | +15.1% | -46.9% | -49.4% |
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