+43,711.4%
TJX vs SONY
+516.3%
+43,195.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -4.4% | -5.8% | +1.4% | -2.9% |
| 30D | -18.6% | -0.4% | -18.2% | -18.5% |
| 3M | -24.4% | +13.3% | -37.7% | -26.9% |
| 6M | -20.2% | +8.5% | -28.7% | -22.4% |
| YTD | -16.9% | -8.1% | -8.8% | -15.8% |
| 1Y | -8.5% | -17.9% | +9.4% | -4.9% |
| 3Y | +43.7% | +41.4% | +2.3% | +27.4% |
| 5Y | +97.3% | +9.3% | +88.1% | +84.7% |
| 10Y | +289.0% | +283.0% | +6.0% | +160.1% |
| All | +43,711.4% | +516.3% | +43,195.0% | +19,579.7% |
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