+281.7%
SONY vs TMF
-86.2%
+367.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | -4.9% | -0.9% | -4.0% | -4.9% |
| 30D | -1.6% | -1.0% | -0.6% | -1.6% |
| 3M | +10.0% | -11.3% | +21.3% | +9.7% |
| 6M | +8.4% | -22.7% | +31.1% | +7.6% |
| YTD | -8.4% | -17.3% | +8.9% | -8.9% |
| 1Y | -18.4% | -22.5% | +4.1% | -18.9% |
| 3Y | +41.0% | -43.2% | +84.2% | +38.4% |
| 5Y | +9.3% | -88.3% | +97.6% | -8.6% |
| 10Y | +281.7% | -86.0% | +367.7% | +266.6% |
| All | +281.7% | -86.2% | +367.9% | +266.6% |
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