-53.2%
TE vs SUI
-0.9%
-52.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | -4.0% | -2.8% | -1.1% | -3.3% |
| 30D | -15.9% | -1.2% | -14.7% | -15.6% |
| 3M | -60.5% | -1.7% | -58.8% | -60.8% |
| 6M | -35.2% | -10.5% | -24.7% | -33.9% |
| YTD | -31.1% | -1.8% | -29.3% | -31.8% |
| 1Y | +148.6% | -4.1% | +152.7% | +147.8% |
| 3Y | -26.4% | +11.3% | -37.7% | -30.6% |
| 5Y | -48.0% | -32.1% | -15.9% | -47.7% |
| All | -53.2% | -0.9% | -52.2% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling