-44.4%
TOST vs SONY
+22.4%
-66.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +4.0% | +6.1% | -2.0% | -0.1% |
| 30D | +11.1% | +12.2% | -1.1% | +2.7% |
| 3M | +0.8% | +15.3% | -14.5% | -8.6% |
| 6M | +38.8% | +34.3% | +4.5% | +11.9% |
| YTD | -2.1% | +5.7% | -7.8% | -7.4% |
| 1Y | -6.0% | -2.3% | -3.7% | -6.1% |
| 3Y | +149.8% | +67.1% | +82.6% | +46.5% |
| 5Y | -42.8% | +13.0% | -55.8% | -48.8% |
| All | -44.4% | +22.4% | -66.8% | -53.0% |
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 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