+10.3%
SONY vs TRU
-35.6%
+45.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -2.7% | -2.7% | 0.0% | -1.9% |
| 30D | +1.5% | -2.0% | +3.6% | +2.0% |
| 3M | +13.0% | +18.4% | -5.4% | +7.6% |
| 6M | +11.2% | +8.9% | +2.4% | +7.7% |
| YTD | -6.6% | -8.9% | +2.3% | -5.7% |
| 1Y | -18.1% | -15.9% | -2.3% | -15.7% |
| 3Y | +42.1% | -1.1% | +43.2% | +36.3% |
| All | +10.3% | -35.6% | +45.8% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling