+506.2%
SONY vs TMF
-70.3%
+576.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.7% |
| 7D | +5.2% | -1.1% | +6.3% | +5.1% |
| 30D | +10.7% | +11.8% | -1.1% | +12.1% |
| 3M | +12.1% | -4.0% | +16.2% | +11.7% |
| 6M | +32.6% | -16.5% | +49.1% | +30.1% |
| YTD | +4.3% | -19.9% | +24.2% | +2.0% |
| 1Y | -4.5% | -25.6% | +21.1% | -7.4% |
| 3Y | +56.9% | -29.9% | +86.8% | +53.4% |
| 5Y | +12.5% | -88.2% | +100.7% | -15.6% |
| 10Y | +371.7% | -81.7% | +453.5% | +323.3% |
| All | +506.2% | -70.3% | +576.6% | +588.0% |
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 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