+42.1%
SONY vs TRU
-1.3%
+43.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -2.7% | -2.7% | 0.0% | -2.1% |
| 30D | +1.5% | -2.0% | +3.6% | +1.9% |
| 3M | +13.0% | +18.4% | -5.4% | +8.7% |
| 6M | +11.2% | +8.9% | +2.4% | +8.5% |
| YTD | -6.6% | -8.9% | +2.3% | -5.8% |
| 1Y | -18.1% | -15.9% | -2.3% | -16.2% |
| 3Y | +42.1% | -1.1% | +43.2% | +48.5% |
| All | +42.1% | -1.3% | +43.4% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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