+124.7%
TD vs SONY
+42.2%
+82.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -0.5% | -2.7% | +2.1% | -0.2% |
| 30D | -1.9% | +1.5% | -3.4% | -2.1% |
| 3M | +4.8% | +13.0% | -8.3% | +2.6% |
| 6M | +28.0% | +11.2% | +16.8% | +25.4% |
| YTD | +30.3% | -6.6% | +36.9% | +31.4% |
| 1Y | +59.8% | -18.1% | +77.9% | +64.6% |
| 3Y | +124.7% | +42.1% | +82.6% | +107.5% |
| All | +124.7% | +42.2% | +82.5% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling