-7.0%
SONY vs TDY
+22.9%
-29.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.8% | +7.0% | +2.8% |
| 7D | +2.9% | -5.0% | +7.9% | +3.6% |
| 30D | +10.2% | +2.0% | +8.2% | +9.7% |
| 3M | +16.1% | -7.7% | +23.8% | +17.4% |
| 6M | +32.1% | -0.9% | +33.0% | +31.5% |
| YTD | +1.4% | +23.7% | -22.4% | -2.5% |
| 1Y | -7.0% | +23.6% | -30.7% | -10.5% |
| All | -7.0% | +22.9% | -29.9% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling