+18.6%
TSM vs SUNB
+1.6%
+16.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.9% | -6.7% | -3.1% |
| 7D | +4.8% | +9.4% | -4.6% | +1.1% |
| 30D | +4.0% | -6.9% | +10.9% | +6.7% |
| 3M | +2.0% | -11.3% | +13.3% | +6.8% |
| 6M | +25.5% | -1.8% | +27.3% | +25.4% |
| All | +18.6% | +1.6% | +16.9% | +17.3% |
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