-24.8%
TMF vs SUI
+15.1%
-40.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.6% |
| 7D | +1.2% | +6.2% | -5.0% | -1.9% |
| 30D | +19.7% | +8.6% | +11.2% | +14.8% |
| 3M | -2.1% | +1.0% | -3.1% | -2.7% |
| 6M | -13.4% | -2.6% | -10.9% | -12.9% |
| YTD | -16.7% | -0.1% | -16.6% | -17.6% |
| 1Y | -23.3% | +0.5% | -23.8% | -24.5% |
| 3Y | -24.8% | +15.3% | -40.1% | -36.9% |
| All | -24.8% | +15.1% | -40.0% | -36.9% |
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