+581.7%
TLN vs SONY
+26.9%
+554.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.1% |
| 7D | +7.1% | -1.2% | +8.2% | +7.3% |
| 30D | -3.9% | +9.4% | -13.3% | -5.9% |
| 3M | -16.2% | +10.5% | -26.6% | -18.3% |
| 6M | -5.8% | +11.7% | -17.5% | -8.9% |
| YTD | -15.4% | -4.1% | -11.4% | -14.4% |
| 1Y | -16.7% | -11.8% | -4.9% | -13.8% |
| 3Y | +473.8% | +45.9% | +427.9% | +426.9% |
| All | +581.7% | +26.9% | +554.9% | +540.2% |
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