+368.5%
SONY vs TMF
-81.8%
+450.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.1% | +0.5% |
| 7D | -3.2% | -8.2% | +5.0% | -3.4% |
| 30D | +9.6% | +5.3% | +4.2% | +9.8% |
| 3M | +13.3% | -8.5% | +21.7% | +13.0% |
| 6M | +20.3% | -17.2% | +37.5% | +19.7% |
| YTD | +4.1% | -23.4% | +27.5% | +3.4% |
| 1Y | -11.9% | -30.2% | +18.4% | -12.8% |
| 3Y | +56.6% | -32.9% | +89.5% | +55.8% |
| 5Y | +10.9% | -88.5% | +99.5% | -8.1% |
| All | +368.5% | -81.8% | +450.3% | +333.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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