+125.4%
TD vs SONY
+8.8%
+116.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -2.6% | -5.8% | +3.2% | -1.3% |
| 30D | -1.0% | -0.4% | -0.6% | -1.0% |
| 3M | +5.6% | +13.3% | -7.7% | +2.4% |
| 6M | +27.1% | +8.5% | +18.6% | +24.0% |
| YTD | +29.4% | -8.1% | +37.5% | +31.2% |
| 1Y | +60.7% | -17.9% | +78.6% | +67.1% |
| 3Y | +127.6% | +41.4% | +86.2% | +101.0% |
| 5Y | +125.4% | +9.3% | +116.1% | +104.9% |
| All | +125.4% | +8.8% | +116.6% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling