+93.0%
TFC vs SONY
+39.5%
+53.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.3% | -4.9% | +3.6% | 0.0% |
| 30D | -2.3% | -1.6% | -0.7% | -2.0% |
| 3M | +2.5% | +10.0% | -7.5% | -0.4% |
| 6M | +9.5% | +8.4% | +1.1% | +6.4% |
| YTD | +5.1% | -8.4% | +13.5% | +7.4% |
| 1Y | +15.5% | -18.4% | +33.8% | +22.2% |
| All | +93.0% | +39.5% | +53.5% | +69.9% |
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