-49.3%
TE vs SONY
+9.6%
-59.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.2% |
| 7D | +0.2% | -2.7% | +2.9% | +1.4% |
| 30D | -5.9% | +1.5% | -7.4% | -7.1% |
| 3M | -45.6% | +13.0% | -58.6% | -50.9% |
| 6M | -43.4% | +11.2% | -54.6% | -48.5% |
| YTD | -31.0% | -6.6% | -24.3% | -29.9% |
| 1Y | +145.2% | -18.1% | +163.3% | +171.1% |
| 3Y | -24.1% | +42.1% | -66.1% | -43.6% |
| All | -49.3% | +9.6% | -59.0% | -49.1% |
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 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