+56.5%
TEL vs SONY
+9.6%
+46.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.9% |
| 7D | +1.6% | -2.7% | +4.3% | +2.7% |
| 30D | -0.7% | +1.5% | -2.2% | -1.3% |
| 3M | +2.4% | +13.0% | -10.6% | -3.3% |
| 6M | +4.1% | +11.2% | -7.1% | -1.4% |
| YTD | -5.8% | -6.6% | +0.8% | -3.9% |
| 1Y | +0.9% | -18.1% | +19.0% | +8.7% |
| 3Y | +72.6% | +42.1% | +30.5% | +39.4% |
| All | +56.5% | +9.6% | +46.9% | +37.0% |
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