+223.8%
SU vs TMF
-88.2%
+312.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -4.3% | -3.4% | -0.9% | -4.5% |
| 30D | -6.2% | +11.5% | -17.7% | -5.4% |
| 3M | +9.7% | -4.5% | +14.2% | +9.4% |
| 6M | +7.3% | -15.0% | +22.3% | +6.4% |
| YTD | +58.7% | -19.9% | +78.6% | +57.0% |
| 1Y | +59.7% | -26.6% | +86.3% | +57.2% |
| 3Y | +129.2% | -29.8% | +159.1% | +127.4% |
| All | +223.8% | -88.2% | +312.0% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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