-35.1%
TLT vs SONY
+11.5%
-46.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -2.7% | -3.2% | +0.5% | -2.5% |
| 30D | +2.2% | +9.6% | -7.4% | +1.6% |
| 3M | -1.7% | +13.3% | -15.0% | -2.5% |
| 6M | -4.0% | +20.3% | -24.3% | -5.1% |
| YTD | -4.9% | +4.1% | -9.1% | -5.4% |
| 1Y | -7.4% | -11.9% | +4.5% | -6.9% |
| 3Y | +3.0% | +56.6% | -53.6% | -0.9% |
| 5Y | -35.1% | +10.9% | -46.0% | -39.4% |
| All | -35.1% | +11.5% | -46.6% | -39.4% |
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