-25.8%
TE vs SONY
-6.4%
-19.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -3.1% |
| 7D | +3.8% | +2.9% | +0.9% | +4.4% |
| 30D | -26.2% | +10.2% | -36.5% | -25.2% |
| 3M | -49.7% | +16.1% | -65.8% | -48.7% |
| 6M | -46.5% | +32.1% | -78.6% | -45.5% |
| YTD | -59.1% | +1.4% | -60.5% | -56.6% |
| 1Y | -25.8% | -7.0% | -18.8% | -18.7% |
| All | -25.8% | -6.4% | -19.4% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling