-47.3%
TE vs SUI
-32.0%
-15.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.5% |
| 7D | -4.0% | -2.8% | -1.1% | -2.7% |
| 30D | -15.9% | -1.2% | -14.7% | -15.4% |
| 3M | -60.5% | -1.7% | -58.8% | -61.0% |
| 6M | -35.2% | -10.5% | -24.7% | -32.7% |
| YTD | -31.1% | -1.8% | -29.3% | -32.6% |
| 1Y | +148.6% | -4.1% | +152.7% | +146.4% |
| 3Y | -26.4% | +11.3% | -37.7% | -36.1% |
| All | -47.3% | -32.0% | -15.3% | -37.2% |
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 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