+2,637.6%
TFC vs SONY
+609.3%
+2,028.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +10.8% | +11.1% | -0.3% | +7.5% |
| 3M | -3.8% | +14.7% | -18.4% | -7.5% |
| 6M | +9.6% | +18.8% | -9.2% | +3.8% |
| YTD | +5.8% | +5.7% | 0.0% | +3.0% |
| 1Y | +16.2% | -8.1% | +24.2% | +17.5% |
| 3Y | +96.0% | +64.0% | +32.0% | +66.1% |
| 5Y | +1.7% | +12.6% | -10.9% | -5.3% |
| 10Y | +79.9% | +373.8% | -294.0% | +12.6% |
| All | +2,637.6% | +609.3% | +2,028.3% | +1,297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling