-46.7%
TOST vs SONY
+6.4%
-53.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.2% | +0.8% |
| 7D | -0.9% | -5.2% | +4.3% | +2.6% |
| 30D | -3.5% | +0.3% | -3.7% | -3.8% |
| 3M | +38.1% | +6.2% | +31.9% | +31.7% |
| 6M | +9.9% | +9.5% | +0.4% | +1.0% |
| YTD | -6.3% | -8.1% | +1.8% | -2.6% |
| 1Y | -18.3% | -17.9% | -0.4% | -8.3% |
| 3Y | +59.7% | +41.5% | +18.2% | +6.3% |
| All | -46.7% | +6.4% | -53.2% | -50.5% |
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