-84.3%
TE vs SUI
-26.4%
-57.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.4% |
| 7D | -19.1% | -1.5% | -17.6% | -18.6% |
| 30D | -34.1% | +3.7% | -37.9% | -35.8% |
| 3M | -60.1% | -0.4% | -59.7% | -60.5% |
| 6M | -66.0% | -2.8% | -63.2% | -66.6% |
| YTD | -71.4% | -1.6% | -69.8% | -72.3% |
| 1Y | -45.3% | -2.1% | -43.2% | -47.1% |
| 3Y | +9.1% | +18.5% | -9.3% | -11.8% |
| All | -84.3% | -26.4% | -57.9% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling