+322.2%
SONY vs TCOM
+2,658.7%
-2,336.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -4.0% |
| 7D | -5.2% | -7.6% | +2.5% | -3.8% |
| 30D | +0.3% | -12.2% | +12.5% | +2.7% |
| 3M | +6.2% | -14.2% | +20.4% | +9.0% |
| 6M | +9.5% | -25.0% | +34.5% | +15.2% |
| YTD | -8.1% | -43.7% | +35.6% | +1.4% |
| 1Y | -17.9% | -44.5% | +26.6% | -9.4% |
| 3Y | +41.5% | +13.4% | +28.1% | +32.4% |
| 5Y | +11.8% | +26.5% | -14.6% | -3.2% |
| 10Y | +275.4% | -10.3% | +285.7% | +227.5% |
| All | +322.2% | +2,658.7% | -2,336.4% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling