+8,187.2%
TMO vs SONY
+526.3%
+7,660.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | -0.6% | -2.7% | +2.0% | 0.0% |
| 30D | +1.1% | +1.5% | -0.4% | +0.7% |
| 3M | +28.3% | +13.0% | +15.3% | +24.0% |
| 6M | +23.3% | +11.2% | +12.0% | +19.1% |
| YTD | +5.5% | -6.6% | +12.1% | +6.4% |
| 1Y | +24.5% | -18.1% | +42.7% | +29.6% |
| 3Y | +19.6% | +42.1% | -22.5% | +6.1% |
| 5Y | +8.1% | +11.0% | -2.9% | +0.9% |
| 10Y | +336.7% | +289.2% | +47.5% | +189.5% |
| All | +8,187.2% | +526.3% | +7,660.9% | +4,315.0% |
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