+501.2%
SONY vs TMF
-70.3%
+571.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +2.1% | -3.4% | +5.4% | +1.7% |
| 30D | +9.2% | +11.5% | -2.3% | +10.5% |
| 3M | +12.2% | -4.5% | +16.7% | +11.7% |
| 6M | +24.4% | -15.0% | +39.4% | +22.3% |
| YTD | +3.5% | -19.9% | +23.3% | +1.1% |
| 1Y | -9.2% | -26.6% | +17.4% | -12.1% |
| 3Y | +55.6% | -29.8% | +85.4% | +52.1% |
| 5Y | +12.0% | -88.2% | +100.1% | -15.9% |
| 10Y | +363.7% | -81.4% | +445.0% | +317.6% |
| All | +501.2% | -70.3% | +571.6% | +582.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling