+132.7%
SONY vs TENB
-9.4%
+142.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +2.7% |
| 7D | -2.7% | -12.1% | +9.4% | -0.6% |
| 30D | +1.5% | -18.6% | +20.2% | +4.7% |
| 3M | +13.0% | +12.1% | +0.9% | +9.1% |
| 6M | +11.2% | +46.8% | -35.6% | +1.3% |
| YTD | -6.6% | +28.0% | -34.6% | -13.1% |
| 1Y | -18.1% | -1.4% | -16.7% | -20.0% |
| 3Y | +42.1% | -33.9% | +76.0% | +47.0% |
| 5Y | +11.0% | -34.6% | +45.7% | +10.3% |
| All | +132.7% | -9.4% | +142.1% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling