+11.8%
SONY vs TMF
-87.6%
+99.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -5.2% | +1.0% | -6.1% | -5.2% |
| 30D | +0.3% | -1.8% | +2.1% | +0.4% |
| 3M | +6.2% | -8.2% | +14.5% | +6.8% |
| 6M | +9.5% | -19.5% | +29.0% | +11.0% |
| YTD | -8.1% | -16.0% | +7.9% | -7.2% |
| 1Y | -17.9% | -22.5% | +4.6% | -16.7% |
| 3Y | +41.5% | -42.3% | +83.8% | +43.7% |
| 5Y | +11.8% | -87.7% | +99.5% | +8.1% |
| All | +11.8% | -87.6% | +99.5% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling