-0.4%
TLT vs SONY
+40.0%
-40.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.3% |
| 7D | +0.4% | -5.2% | +5.6% | +0.7% |
| 30D | -0.3% | +0.3% | -0.6% | -0.3% |
| 3M | -1.7% | +6.2% | -8.0% | -2.3% |
| 6M | -4.9% | +9.5% | -14.4% | -5.7% |
| YTD | -2.8% | -8.1% | +5.3% | -2.4% |
| 1Y | -4.2% | -17.9% | +13.7% | -3.1% |
| All | -0.4% | +40.0% | -40.4% | -6.3% |
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