+303.8%
TD vs SONY
+293.1%
+10.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -0.5% | -2.7% | +2.1% | +0.2% |
| 30D | -1.9% | +1.5% | -3.4% | -2.4% |
| 3M | +4.8% | +13.0% | -8.3% | +0.9% |
| 6M | +28.0% | +11.2% | +16.8% | +23.4% |
| YTD | +30.3% | -6.6% | +36.9% | +31.7% |
| 1Y | +59.8% | -18.1% | +77.9% | +67.2% |
| 3Y | +124.7% | +42.1% | +82.6% | +94.9% |
| 5Y | +127.0% | +11.0% | +115.9% | +107.8% |
| All | +303.8% | +293.1% | +10.8% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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