+73.5%
TFC vs SUI
+120.9%
-47.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +0.1% | -3.8% | +3.9% | +2.0% |
| 30D | +8.6% | +3.9% | +4.7% | +6.5% |
| 3M | -4.3% | +0.2% | -4.6% | -4.7% |
| 6M | +5.4% | -4.2% | +9.6% | +7.1% |
| YTD | +4.5% | -2.5% | +7.0% | +5.0% |
| 1Y | +14.0% | -4.0% | +18.0% | +15.3% |
| 3Y | +93.4% | +16.5% | +76.8% | +73.8% |
| 5Y | +0.5% | -27.2% | +27.7% | +11.9% |
| All | +73.5% | +120.9% | -47.4% | +63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling