+279.1%
SONY vs TAP
-50.5%
+329.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -4.9% | -5.1% | +0.2% | -3.9% |
| 30D | -1.6% | -8.4% | +6.9% | +0.2% |
| 3M | +10.0% | -3.9% | +13.9% | +10.8% |
| 6M | +8.4% | -14.4% | +22.8% | +11.6% |
| YTD | -8.4% | -14.7% | +6.3% | -5.8% |
| 1Y | -18.4% | -18.7% | +0.3% | -15.4% |
| 3Y | +41.0% | -32.6% | +73.6% | +50.5% |
| 5Y | +9.3% | -1.4% | +10.7% | +5.4% |
| All | +279.1% | -50.5% | +329.6% | +305.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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