+25.8%
TMO vs SONY
-10.8%
+36.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.6% |
| 7D | -1.4% | -1.2% | -0.2% | -1.2% |
| 30D | +6.2% | +9.4% | -3.2% | +5.3% |
| 3M | +27.5% | +10.5% | +17.0% | +26.2% |
| 6M | +20.0% | +11.7% | +8.3% | +18.2% |
| YTD | +6.1% | -4.1% | +10.2% | +6.7% |
| 1Y | +25.8% | -11.8% | +37.6% | +29.1% |
| All | +25.8% | -10.8% | +36.7% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling