+60.1%
SONY vs TDY
+7,056.0%
-6,995.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | -2.7% | -1.1% | -1.6% | -2.4% |
| 30D | +1.5% | -12.0% | +13.6% | +5.1% |
| 3M | +13.0% | -3.2% | +16.2% | +13.7% |
| 6M | +11.2% | -7.9% | +19.1% | +13.3% |
| YTD | -6.6% | +18.2% | -24.9% | -11.5% |
| 1Y | -18.1% | +6.7% | -24.8% | -20.2% |
| 3Y | +42.1% | +47.5% | -5.5% | +25.7% |
| 5Y | +11.0% | +39.5% | -28.5% | -0.9% |
| 10Y | +289.2% | +477.2% | -188.0% | +131.8% |
| All | +60.1% | +7,056.0% | -6,995.9% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling