-8.1%
SONY vs TMF
-30.5%
+22.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | +0.3% | -9.3% | +9.5% | +1.9% |
| 30D | +11.1% | +1.9% | +9.2% | +11.0% |
| 3M | +14.7% | -11.2% | +25.9% | +16.1% |
| 6M | +18.8% | -17.7% | +36.5% | +21.8% |
| YTD | +5.7% | -24.5% | +30.2% | +11.0% |
| 1Y | -8.1% | -29.4% | +21.4% | -3.2% |
| All | -8.1% | -30.5% | +22.4% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling