+375.7%
SONY vs TXT
+89.4%
+286.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +11.1% | +13.3% | -2.2% | +6.6% |
| 3M | +14.7% | -5.0% | +19.6% | +16.0% |
| 6M | +18.8% | -8.4% | +27.2% | +20.9% |
| YTD | +5.7% | -4.0% | +9.7% | +5.7% |
| 1Y | -8.1% | +2.8% | -10.8% | -10.2% |
| 3Y | +64.0% | +10.3% | +53.7% | +54.0% |
| 5Y | +12.6% | +9.2% | +3.5% | +4.5% |
| All | +375.7% | +89.4% | +286.3% | +283.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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