+45.8%
TNA vs SONY
-16.9%
+62.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.2% |
| 7D | -7.3% | -2.7% | -4.6% | -5.9% |
| 30D | -14.2% | +1.5% | -15.7% | -15.2% |
| 3M | -4.6% | +13.0% | -17.6% | -12.8% |
| 6M | +36.9% | +11.2% | +25.7% | +24.9% |
| YTD | +42.5% | -6.6% | +49.2% | +50.1% |
| 1Y | +45.8% | -18.1% | +63.9% | +77.6% |
| All | +45.8% | -16.9% | +62.7% | +77.6% |
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