-24.7%
TMF vs SUI
+16.8%
-41.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | +2.7% | +8.8% | -6.1% | -1.6% |
| 30D | +19.3% | +8.9% | +10.4% | +14.2% |
| 3M | -3.7% | +2.0% | -5.7% | -4.8% |
| 6M | -11.3% | -0.6% | -10.7% | -11.6% |
| YTD | -16.6% | +1.3% | -17.9% | -18.0% |
| 1Y | -21.1% | +1.3% | -22.4% | -22.5% |
| All | -24.7% | +16.8% | -41.5% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling