-45.7%
TOST vs SONY
+11.1%
-56.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.1% |
| 7D | -3.4% | -1.2% | -2.2% | -2.7% |
| 30D | -2.4% | +9.4% | -11.9% | -8.3% |
| 3M | +34.6% | +10.5% | +24.1% | +25.1% |
| 6M | +15.2% | +11.7% | +3.5% | +4.6% |
| YTD | -4.4% | -4.1% | -0.3% | -3.4% |
| 1Y | -17.4% | -11.8% | -5.6% | -12.0% |
| 3Y | +54.5% | +45.9% | +8.6% | +1.2% |
| All | -45.7% | +11.1% | -56.8% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling