+14.5%
TFC vs SONY
+9.8%
+4.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.3% | -4.9% | +3.6% | +0.4% |
| 30D | -2.3% | -1.6% | -0.7% | -1.9% |
| 3M | +2.5% | +10.0% | -7.5% | -1.3% |
| 6M | +9.5% | +8.4% | +1.1% | +5.4% |
| YTD | +5.1% | -8.4% | +13.5% | +7.5% |
| 1Y | +15.5% | -18.4% | +33.8% | +23.1% |
| 3Y | +95.2% | +41.0% | +54.2% | +63.7% |
| 5Y | +14.5% | +9.3% | +5.2% | +0.4% |
| All | +14.5% | +9.8% | +4.7% | +0.4% |
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