+0.8%
TFC vs SONY
+12.1%
-11.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +10.8% | +11.1% | -0.3% | +6.8% |
| 3M | -3.8% | +14.7% | -18.4% | -8.4% |
| 6M | +9.6% | +18.8% | -9.2% | +2.6% |
| YTD | +5.8% | +5.7% | 0.0% | +3.0% |
| 1Y | +16.2% | -8.1% | +24.2% | +19.2% |
| 3Y | +96.0% | +64.0% | +32.0% | +55.6% |
| All | +0.8% | +12.1% | -11.3% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling