-24.3%
TMF vs SUI
+1.6%
-25.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +0.9% |
| 7D | +4.0% | +10.0% | -6.1% | +1.0% |
| 30D | +19.5% | +8.4% | +11.0% | +16.7% |
| 3M | -3.5% | +0.7% | -4.2% | -4.4% |
| 6M | -10.6% | -0.9% | -9.7% | -11.4% |
| YTD | -17.1% | +0.6% | -17.7% | -17.1% |
| 1Y | -24.3% | +0.8% | -25.0% | -24.3% |
| All | -24.3% | +1.6% | -25.9% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling