+548.9%
SONY vs TXT
+2,070.1%
-1,521.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -1.2% | -4.8% | +3.6% | +0.4% |
| 30D | +9.4% | -10.6% | +20.1% | +13.3% |
| 3M | +10.5% | -13.2% | +23.7% | +15.0% |
| 6M | +11.7% | -20.3% | +32.0% | +19.1% |
| YTD | -4.1% | -9.3% | +5.2% | -2.0% |
| 1Y | -11.8% | -2.7% | -9.1% | -12.0% |
| 3Y | +45.9% | +1.4% | +44.5% | +41.5% |
| 5Y | +16.3% | +9.6% | +6.7% | +8.7% |
| 10Y | +297.6% | +94.9% | +202.7% | +185.9% |
| All | +548.9% | +2,070.1% | -1,521.1% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling