+2,265.7%
TECK vs SONY
+186.9%
+2,078.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.2% | +8.3% | +6.6% |
| 7D | +7.8% | -5.2% | +12.9% | +10.9% |
| 30D | +8.3% | +0.3% | +8.0% | +7.7% |
| 3M | +16.1% | +6.2% | +9.8% | +10.2% |
| 6M | +42.9% | +9.5% | +33.3% | +33.1% |
| YTD | +50.8% | -8.1% | +58.8% | +55.3% |
| 1Y | +106.1% | -17.9% | +124.0% | +125.9% |
| 3Y | +84.0% | +41.5% | +42.5% | +40.3% |
| 5Y | +223.5% | +11.8% | +211.6% | +175.9% |
| 10Y | +378.1% | +275.4% | +102.7% | +84.9% |
| All | +2,265.7% | +186.9% | +2,078.9% | +667.6% |
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