+95.6%
TFC vs SONY
+293.1%
-197.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | -2.4% | -2.7% | +0.3% | -1.4% |
| 30D | -3.4% | +1.5% | -4.9% | -4.0% |
| 3M | +0.4% | +13.0% | -12.6% | -4.6% |
| 6M | +12.7% | +11.2% | +1.5% | +7.0% |
| YTD | +5.6% | -6.6% | +12.2% | +7.1% |
| 1Y | +16.0% | -18.1% | +34.1% | +23.6% |
| 3Y | +94.0% | +42.1% | +51.9% | +61.1% |
| 5Y | +16.2% | +11.0% | +5.1% | +4.2% |
| All | +95.6% | +293.1% | -197.5% | +21.3% |
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