+10.3%
SONY vs TCOM
+29.4%
-19.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -2.7% | -4.9% | +2.2% | -1.9% |
| 30D | +1.5% | -14.4% | +15.9% | +4.0% |
| 3M | +13.0% | -17.7% | +30.7% | +16.3% |
| 6M | +11.2% | -25.1% | +36.3% | +16.2% |
| YTD | -6.6% | -45.7% | +39.1% | +2.1% |
| 1Y | -18.1% | -47.9% | +29.7% | -10.1% |
| 3Y | +42.1% | +8.9% | +33.1% | +34.6% |
| All | +10.3% | +29.4% | -19.2% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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