+11.9%
TTMI vs SUNB
+0.6%
+11.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.0% | +3.9% |
| 7D | +0.7% | +6.0% | -5.3% | -4.3% |
| 30D | -8.4% | -9.7% | +1.3% | -0.7% |
| 3M | -32.5% | -9.8% | -22.6% | -26.9% |
| 6M | +32.5% | +3.1% | +29.4% | +25.0% |
| All | +11.9% | +0.6% | +11.3% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling