+39.9%
SONY vs TAP
-32.4%
+72.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | -3.6% |
| 7D | -5.2% | -2.3% | -2.8% | -4.8% |
| 30D | +0.3% | -9.4% | +9.7% | +1.7% |
| 3M | +6.2% | -0.8% | +7.0% | +6.4% |
| 6M | +9.5% | -14.7% | +24.3% | +11.7% |
| YTD | -8.1% | -13.9% | +5.9% | -6.4% |
| 1Y | -17.9% | -18.6% | +0.7% | -15.6% |
| All | +39.9% | -32.4% | +72.3% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling