-82.1%
TMF vs SUI
+123.0%
-205.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -9.3% | -1.5% | -7.8% | -9.0% |
| 30D | +1.9% | +3.7% | -1.8% | +1.2% |
| 3M | -11.2% | -0.4% | -10.8% | -11.2% |
| 6M | -17.7% | -2.8% | -14.9% | -17.4% |
| YTD | -24.5% | -1.6% | -22.8% | -24.4% |
| 1Y | -29.4% | -2.1% | -27.4% | -29.3% |
| 3Y | -33.4% | +18.5% | -51.9% | -34.9% |
| 5Y | -88.7% | -26.5% | -62.2% | -89.0% |
| All | -82.1% | +123.0% | -205.1% | -88.0% |
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