-68.7%
TMF vs SUI
+1,828.8%
-1,897.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.3% |
| 7D | -1.4% | -2.8% | +1.4% | -1.6% |
| 30D | -2.8% | -1.2% | -1.7% | -2.9% |
| 3M | -10.9% | -1.7% | -9.2% | -11.0% |
| 6M | -21.3% | -10.5% | -10.8% | -21.9% |
| YTD | -15.9% | -1.8% | -14.0% | -15.9% |
| 1Y | -15.7% | -4.1% | -11.7% | -15.9% |
| 3Y | -43.4% | +11.3% | -54.6% | -42.8% |
| 5Y | -87.8% | -32.1% | -55.7% | -88.9% |
| 10Y | -86.7% | +110.4% | -197.2% | -83.0% |
| All | -68.7% | +1,828.8% | -1,897.5% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling