+79.0%
TFC vs SUI
+120.9%
-41.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -1.2% | -2.4% | +1.2% | -0.1% |
| 30D | +7.8% | +3.3% | +4.4% | +5.9% |
| 3M | -3.0% | +0.7% | -3.6% | -3.6% |
| 6M | +5.8% | -4.1% | +9.9% | +7.4% |
| YTD | +5.3% | -1.8% | +7.1% | +5.5% |
| 1Y | +15.7% | -4.1% | +19.7% | +17.1% |
| 3Y | +94.8% | +17.4% | +77.4% | +74.5% |
| 5Y | 0.0% | -27.0% | +27.1% | +11.3% |
| 10Y | +79.0% | +121.2% | -42.2% | +68.5% |
| All | +79.0% | +120.9% | -41.9% | +68.5% |
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 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