+615.3%
SONY vs TAP
+832.8%
-217.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.9% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | +11.1% | +5.7% | +5.4% | +9.9% |
| 3M | +14.7% | -1.9% | +16.6% | +14.9% |
| 6M | +18.8% | +0.9% | +17.8% | +18.2% |
| YTD | +5.7% | -9.5% | +15.3% | +7.1% |
| 1Y | -8.1% | -9.0% | +0.9% | -7.1% |
| 3Y | +64.0% | -22.2% | +86.2% | +68.8% |
| 5Y | +12.6% | +1.2% | +11.4% | +9.4% |
| 10Y | +373.8% | -46.1% | +419.9% | +397.3% |
| All | +615.3% | +832.8% | -217.5% | +401.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling