+10.3%
SONY vs TKO
+291.2%
-281.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -2.7% | +2.3% | -5.0% | -3.2% |
| 30D | +1.5% | -2.5% | +4.0% | +1.9% |
| 3M | +13.0% | -10.6% | +23.6% | +15.2% |
| 6M | +11.2% | -5.1% | +16.3% | +11.9% |
| YTD | -6.6% | -8.2% | +1.6% | -5.6% |
| 1Y | -18.1% | -4.4% | -13.7% | -18.0% |
| 3Y | +42.1% | +100.4% | -58.3% | +23.9% |
| All | +10.3% | +291.2% | -281.0% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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