+214.8%
TER vs SONY
-18.6%
+233.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.9% | -3.6% |
| 7D | +9.4% | -5.8% | +15.1% | +10.0% |
| 30D | -2.4% | -0.4% | -2.0% | -2.7% |
| 3M | +6.5% | +13.3% | -6.8% | +2.0% |
| 6M | +23.2% | +8.5% | +14.7% | +19.0% |
| YTD | +91.5% | -8.1% | +99.6% | +98.7% |
| 1Y | +214.8% | -17.9% | +232.7% | +250.6% |
| All | +214.8% | -18.6% | +233.4% | +250.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling