+283.6%
TJX vs SONY
+293.1%
-9.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -4.6% | -2.7% | -1.9% | -3.8% |
| 30D | -17.2% | +1.5% | -18.7% | -17.6% |
| 3M | -24.9% | +13.0% | -37.9% | -27.7% |
| 6M | -19.7% | +11.2% | -30.9% | -22.7% |
| YTD | -17.2% | -6.6% | -10.6% | -16.2% |
| 1Y | -9.4% | -18.1% | +8.7% | -4.9% |
| 3Y | +43.1% | +42.1% | +1.0% | +22.1% |
| 5Y | +96.7% | +11.0% | +85.7% | +79.7% |
| All | +283.6% | +293.1% | -9.4% | +144.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling