+5.9%
TLN vs SONY
-9.8%
+15.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -2.5% |
| 7D | +11.0% | +0.3% | +10.8% | +11.1% |
| 30D | +4.9% | +11.1% | -6.2% | +6.0% |
| 3M | +4.9% | +14.7% | -9.7% | +5.9% |
| 6M | +7.1% | +18.8% | -11.7% | +10.2% |
| YTD | +0.3% | +5.7% | -5.4% | +8.9% |
| 1Y | +5.9% | -8.1% | +14.0% | +22.8% |
| All | +5.9% | -9.8% | +15.7% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling