+45.9%
SONY vs TMF
-41.6%
+87.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -1.2% | -1.4% | +0.3% | -1.0% |
| 30D | +9.4% | -2.8% | +12.3% | +9.7% |
| 3M | +10.5% | -10.9% | +21.4% | +11.8% |
| 6M | +11.7% | -21.3% | +33.0% | +14.4% |
| YTD | -4.1% | -15.9% | +11.8% | -2.4% |
| 1Y | -11.8% | -15.7% | +4.0% | -10.4% |
| All | +45.9% | -41.6% | +87.6% | +47.0% |
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