+52.0%
TDG vs SONY
+42.2%
+9.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.9% |
| 7D | -1.9% | -2.7% | +0.8% | -1.4% |
| 30D | -7.7% | +1.5% | -9.2% | -8.0% |
| 3M | -9.3% | +13.0% | -22.3% | -11.6% |
| 6M | -9.4% | +11.2% | -20.6% | -11.6% |
| YTD | -14.3% | -6.6% | -7.6% | -13.8% |
| 1Y | -11.8% | -18.1% | +6.3% | -9.4% |
| 3Y | +52.0% | +42.1% | +9.9% | +40.5% |
| All | +52.0% | +42.2% | +9.7% | +40.5% |
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