+191.8%
SONY vs TW
+206.7%
-15.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -2.7% | -4.5% | +1.8% | -1.5% |
| 30D | +1.5% | -2.3% | +3.8% | +2.1% |
| 3M | +13.0% | +2.6% | +10.4% | +11.9% |
| 6M | +11.2% | -17.5% | +28.8% | +16.4% |
| YTD | -6.6% | -5.3% | -1.3% | -6.3% |
| 1Y | -18.1% | -14.8% | -3.4% | -15.5% |
| 3Y | +42.1% | +18.8% | +23.2% | +30.7% |
| 5Y | +11.0% | +20.7% | -9.7% | -0.8% |
| All | +191.8% | +206.7% | -15.0% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling