+67.1%
SONY vs TMF
-29.8%
+96.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +6.1% | +0.6% | +5.5% | +6.0% |
| 30D | +12.2% | +16.3% | -4.1% | +10.4% |
| 3M | +15.3% | -2.7% | +18.0% | +15.5% |
| 6M | +34.3% | -13.2% | +47.5% | +36.0% |
| YTD | +5.7% | -16.7% | +22.4% | +7.5% |
| 1Y | -2.3% | -22.7% | +20.4% | +0.1% |
| 3Y | +67.1% | -26.1% | +93.2% | +67.0% |
| All | +67.1% | -29.8% | +96.9% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling