-20.8%
TLT vs SONY
+286.8%
-307.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -1.6% | -5.8% | +4.2% | -1.7% |
| 30D | -1.3% | -0.4% | -1.0% | -1.3% |
| 3M | -3.7% | +13.3% | -17.0% | -3.4% |
| 6M | -6.4% | +8.5% | -14.8% | -6.2% |
| YTD | -4.5% | -8.1% | +3.7% | -4.7% |
| 1Y | -5.9% | -17.9% | +12.0% | -6.3% |
| 3Y | -2.8% | +41.4% | -44.2% | -1.1% |
| 5Y | -35.1% | +9.3% | -44.3% | -35.4% |
| All | -20.8% | +286.8% | -307.6% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling