-25.1%
TGT vs SONY
+9.6%
-34.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.4% |
| 7D | -5.2% | -2.7% | -2.5% | -4.5% |
| 30D | +1.2% | +1.5% | -0.3% | +0.7% |
| 3M | +18.4% | +13.0% | +5.4% | +13.9% |
| 6M | +33.4% | +11.2% | +22.2% | +28.4% |
| YTD | +63.8% | -6.6% | +70.4% | +66.2% |
| 1Y | +77.2% | -18.1% | +95.3% | +87.1% |
| 3Y | +41.8% | +42.1% | -0.3% | +20.8% |
| All | -25.1% | +9.6% | -34.7% | -34.9% |
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 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