+2,700.2%
TFC vs SONY
+543.6%
+2,156.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +2.4% | -1.2% | +3.6% | +2.7% |
| 30D | -1.3% | +9.4% | -10.7% | -3.8% |
| 3M | +6.1% | +10.5% | -4.4% | +2.7% |
| 6M | +7.3% | +11.7% | -4.4% | +3.3% |
| YTD | +8.2% | -4.1% | +12.3% | +8.4% |
| 1Y | +14.4% | -11.8% | +26.2% | +17.0% |
| 3Y | +93.7% | +45.9% | +47.8% | +69.8% |
| 5Y | +16.4% | +16.3% | +0.1% | +7.5% |
| 10Y | +101.6% | +297.6% | -196.0% | +32.2% |
| All | +2,700.2% | +543.6% | +2,156.6% | +1,370.6% |
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