-25.6%
TMF vs SUI
-2.0%
-23.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.6% |
| 7D | -1.1% | +3.4% | -4.5% | -2.1% |
| 30D | +11.8% | +4.6% | +7.2% | +10.2% |
| 3M | -4.0% | +1.6% | -5.6% | -4.7% |
| 6M | -16.5% | -3.5% | -13.1% | -16.6% |
| YTD | -19.9% | -1.0% | -18.9% | -19.6% |
| 1Y | -25.6% | -1.7% | -23.8% | -25.2% |
| All | -25.6% | -2.0% | -23.6% | -25.2% |
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