+668.9%
TEL vs SONY
+152.0%
+516.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +1.2% | -4.9% | +6.1% | +3.4% |
| 30D | -4.1% | -1.6% | -2.5% | -3.5% |
| 3M | -2.6% | +10.0% | -12.6% | -6.9% |
| 6M | 0.0% | +8.4% | -8.4% | -4.2% |
| YTD | -9.1% | -8.4% | -0.6% | -6.7% |
| 1Y | -0.8% | -18.4% | +17.5% | +6.3% |
| 3Y | +67.4% | +41.0% | +26.4% | +38.7% |
| 5Y | +51.8% | +9.3% | +42.5% | +38.3% |
| 10Y | +299.4% | +281.7% | +17.7% | +107.7% |
| All | +668.9% | +152.0% | +516.9% | +238.1% |
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 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