+300.3%
SONY vs TRU
+226.0%
+74.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -4.9% | -6.5% | +1.6% | -2.9% |
| 30D | -1.6% | -2.5% | +0.9% | -0.9% |
| 3M | +10.0% | +10.4% | -0.4% | +6.1% |
| 6M | +8.4% | +1.6% | +6.8% | +6.6% |
| YTD | -8.4% | -9.7% | +1.3% | -7.3% |
| 1Y | -18.4% | -17.3% | -1.1% | -15.4% |
| 3Y | +41.0% | -1.8% | +42.8% | +31.9% |
| 5Y | +9.3% | -36.2% | +45.5% | +17.0% |
| 10Y | +281.7% | +143.2% | +138.5% | +138.1% |
| All | +300.3% | +226.0% | +74.3% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling