+93.2%
SONY vs TKO
+1,395.0%
-1,301.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -0.4% | -2.6% | +2.2% | -0.1% |
| 3M | +13.3% | -7.8% | +21.1% | +14.6% |
| 6M | +8.5% | -7.0% | +15.5% | +9.4% |
| YTD | -8.1% | -8.5% | +0.4% | -7.2% |
| 1Y | -17.9% | -1.3% | -16.6% | -18.3% |
| 3Y | +41.4% | +105.0% | -63.5% | +22.8% |
| 5Y | +9.3% | +292.9% | -283.6% | -16.1% |
| 10Y | +283.0% | +979.3% | -696.3% | +135.8% |
| All | +93.2% | +1,395.0% | -1,301.8% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling