+298.8%
TMUS vs SONY
+184.8%
+113.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | +8.2% | +2.1% | +6.1% | +7.4% |
| 30D | +13.4% | +9.2% | +4.2% | +10.2% |
| 3M | -3.0% | +12.2% | -15.2% | -6.6% |
| 6M | -8.8% | +24.4% | -33.2% | -15.3% |
| YTD | -13.8% | +3.5% | -17.3% | -15.8% |
| 1Y | -17.1% | -9.2% | -7.9% | -15.6% |
| 3Y | +22.7% | +55.6% | -32.9% | +1.8% |
| 5Y | +52.8% | +12.0% | +40.9% | +38.2% |
| 10Y | +244.6% | +363.7% | -119.0% | +79.7% |
| All | +298.8% | +184.8% | +113.9% | +89.3% |
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 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