-2.1%
SONY vs TPG
+74.1%
-76.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.2% |
| 7D | -2.7% | -9.4% | +6.7% | -0.3% |
| 30D | +1.5% | -5.3% | +6.8% | +2.7% |
| 3M | +13.0% | +12.9% | +0.1% | +8.8% |
| 6M | +11.2% | +20.1% | -8.9% | +4.6% |
| YTD | -6.6% | -22.5% | +15.9% | -1.0% |
| 1Y | -18.1% | -19.7% | +1.6% | -14.4% |
| 3Y | +42.1% | +81.2% | -39.1% | +11.4% |
| All | -2.1% | +74.1% | -76.2% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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