+12,772.9%
TDG vs SONY
+197.4%
+12,575.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -2.7% | -5.8% | +3.1% | -0.8% |
| 30D | -9.3% | -0.4% | -8.9% | -9.2% |
| 3M | -7.1% | +13.3% | -20.3% | -11.0% |
| 6M | -11.2% | +8.5% | -19.6% | -14.0% |
| YTD | -15.3% | -8.1% | -7.1% | -13.7% |
| 1Y | -12.5% | -17.9% | +5.4% | -8.0% |
| 3Y | +51.2% | +41.4% | +9.8% | +29.7% |
| 5Y | +126.1% | +9.3% | +116.9% | +108.7% |
| 10Y | +536.2% | +283.0% | +253.2% | +294.8% |
| All | +12,772.9% | +197.4% | +12,575.5% | +6,947.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling