+104.7%
TNA vs SONY
+42.2%
+62.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | -0.3% |
| 7D | -7.3% | -2.7% | -4.6% | -5.2% |
| 30D | -14.2% | +1.5% | -15.7% | -15.7% |
| 3M | -4.6% | +13.0% | -17.6% | -16.2% |
| 6M | +36.9% | +11.2% | +25.7% | +21.2% |
| YTD | +42.5% | -6.6% | +49.2% | +48.7% |
| 1Y | +45.8% | -18.1% | +63.9% | +73.1% |
| 3Y | +104.7% | +42.1% | +62.6% | +45.3% |
| All | +104.7% | +42.2% | +62.4% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling