+46.6%
TEM vs SONY
+45.8%
+0.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | -1.1% |
| 7D | -8.7% | -2.7% | -6.0% | -6.4% |
| 30D | +8.1% | +1.5% | +6.5% | +5.5% |
| 3M | +19.0% | +13.0% | +6.0% | +2.7% |
| 6M | +12.0% | +11.2% | +0.8% | -2.9% |
| YTD | -0.1% | -6.6% | +6.6% | +5.6% |
| 1Y | -33.5% | -18.1% | -15.4% | -19.1% |
| All | +46.6% | +45.8% | +0.9% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling