+587.5%
TLN vs SONY
+21.1%
+566.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +5.8% | -4.9% | +10.7% | +6.9% |
| 30D | -6.9% | -1.6% | -5.3% | -6.7% |
| 3M | -10.9% | +10.0% | -20.9% | -13.4% |
| 6M | -4.6% | +8.4% | -13.0% | -7.3% |
| YTD | -14.7% | -8.4% | -6.3% | -12.9% |
| 1Y | -17.9% | -18.4% | +0.4% | -13.4% |
| 3Y | +483.9% | +41.0% | +442.9% | +440.8% |
| All | +587.5% | +21.1% | +566.4% | +551.9% |
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