+482.8%
TLN vs SONY
+39.5%
+443.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +5.8% | -4.9% | +10.7% | +7.0% |
| 30D | -6.9% | -1.6% | -5.3% | -6.7% |
| 3M | -10.9% | +10.0% | -20.9% | -13.5% |
| 6M | -4.6% | +8.4% | -13.0% | -7.4% |
| YTD | -14.7% | -8.4% | -6.3% | -12.8% |
| 1Y | -17.9% | -18.4% | +0.4% | -13.1% |
| All | +482.8% | +39.5% | +443.3% | +437.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling