+25.8%
TOST vs SUNB
+14.2%
+11.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.5% |
| 7D | 0.0% | +6.7% | -6.7% | +0.2% |
| 30D | +16.2% | +8.7% | +7.5% | +16.4% |
| 3M | -1.5% | +1.6% | -3.1% | -1.7% |
| 6M | +55.3% | +9.6% | +45.7% | +56.3% |
| All | +25.8% | +14.2% | +11.6% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling