-69.1%
TMF vs SUI
+1,877.7%
-1,946.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +2.7% |
| 7D | +4.0% | +10.0% | -6.1% | +4.5% |
| 30D | +19.5% | +8.4% | +11.0% | +20.0% |
| 3M | -3.5% | +0.7% | -4.2% | -3.5% |
| 6M | -10.6% | -0.9% | -9.7% | -10.7% |
| YTD | -17.1% | +0.6% | -17.7% | -17.0% |
| 1Y | -24.3% | +0.8% | -25.0% | -24.2% |
| 3Y | -27.2% | +15.5% | -42.7% | -26.3% |
| 5Y | -87.6% | -25.9% | -61.7% | -88.5% |
| 10Y | -84.8% | +119.5% | -204.3% | -80.3% |
| All | -69.1% | +1,877.7% | -1,946.8% | +0.1% |
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