+351.0%
SU vs TMF
-70.3%
+421.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -4.3% | -3.4% | -0.9% | -4.9% |
| 30D | -6.2% | +11.5% | -17.7% | -3.9% |
| 3M | +9.7% | -4.5% | +14.2% | +9.0% |
| 6M | +7.3% | -15.0% | +22.3% | +4.6% |
| YTD | +58.7% | -19.9% | +78.6% | +53.4% |
| 1Y | +59.7% | -26.6% | +86.3% | +51.8% |
| 3Y | +129.2% | -29.8% | +159.1% | +122.6% |
| 5Y | +223.7% | -88.2% | +311.9% | +118.3% |
| 10Y | +235.9% | -81.4% | +317.3% | +187.9% |
| All | +351.0% | -70.3% | +421.3% | +461.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling