-78.3%
TE vs SUI
-0.9%
-77.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | -22.0% | -2.4% | -19.5% | -21.6% |
| 30D | -33.6% | +3.3% | -37.0% | -34.5% |
| 3M | -61.1% | +0.7% | -61.7% | -61.3% |
| 6M | -64.7% | -4.1% | -60.6% | -64.9% |
| YTD | -68.1% | -1.8% | -66.3% | -68.6% |
| 1Y | -51.7% | -4.1% | -47.6% | -52.1% |
| 3Y | +42.0% | +17.4% | +24.6% | +30.9% |
| 5Y | -80.8% | -27.0% | -53.8% | -80.8% |
| All | -78.3% | -0.9% | -77.4% | -78.1% |
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