-46.4%
TOST vs SONY
+20.6%
-67.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.1% |
| 7D | -4.7% | -3.2% | -1.5% | -2.6% |
| 30D | +8.5% | +9.6% | -1.1% | +2.0% |
| 3M | -1.6% | +13.3% | -14.8% | -9.7% |
| 6M | +44.1% | +20.3% | +23.8% | +25.9% |
| YTD | -5.6% | +4.1% | -9.7% | -9.8% |
| 1Y | -12.6% | -11.9% | -0.7% | -5.5% |
| 3Y | +137.6% | +56.6% | +81.0% | +48.7% |
| 5Y | -30.4% | +10.9% | -41.3% | -37.0% |
| All | -46.4% | +20.6% | -67.0% | -54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling