-23.3%
TMF vs SUNB
+13.4%
-36.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.9% | -0.8% |
| 7D | +0.6% | -2.6% | +3.2% | +1.0% |
| 30D | +16.3% | +8.6% | +7.7% | +14.6% |
| 3M | -2.7% | +1.1% | -3.8% | -3.1% |
| 6M | -13.2% | +13.1% | -26.3% | -15.4% |
| All | -23.3% | +13.4% | -36.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 5y: compounded portfolio wealth divided by compounded SUNB 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…
5y analysis · Full analysis span regression · 6 months rolling