+45.9%
TEM vs SONY
+43.4%
+2.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.5% | -4.5% |
| 7D | -9.2% | -5.8% | -3.4% | -4.0% |
| 30D | +5.5% | -0.4% | +5.9% | +4.9% |
| 3M | +18.7% | +13.3% | +5.4% | +1.9% |
| 6M | +15.4% | +8.5% | +6.9% | +2.6% |
| YTD | -0.5% | -8.1% | +7.6% | +6.8% |
| 1Y | -24.8% | -17.9% | -6.9% | -9.3% |
| All | +45.9% | +43.4% | +2.5% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling