-48.5%
TE vs SONY
+70.4%
-118.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.2% | +14.2% | +11.9% |
| 7D | +18.2% | -5.2% | +23.4% | +20.8% |
| 30D | -13.5% | +0.3% | -13.8% | -13.9% |
| 3M | -44.6% | +6.2% | -50.8% | -47.2% |
| 6M | -24.7% | +9.5% | -34.2% | -29.6% |
| YTD | -24.3% | -8.1% | -16.2% | -22.9% |
| 1Y | +155.6% | -17.9% | +173.5% | +175.2% |
| 3Y | -18.3% | +41.5% | -59.8% | -33.2% |
| 5Y | -41.3% | +11.8% | -53.1% | -46.6% |
| All | -48.5% | +70.4% | -118.9% | -53.8% |
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