+383.3%
TPR vs SONY
+366.6%
+16.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | +12.1% | +5.2% | +6.9% | +9.2% |
| 30D | +16.7% | +10.7% | +5.9% | +10.7% |
| 3M | -17.4% | +12.1% | -29.5% | -22.3% |
| 6M | +2.3% | +32.6% | -30.3% | -12.9% |
| YTD | +7.1% | +4.3% | +2.8% | +3.5% |
| 1Y | +29.5% | -4.5% | +34.0% | +30.5% |
| 3Y | +415.0% | +56.9% | +358.2% | +280.1% |
| 5Y | +261.5% | +12.5% | +249.0% | +214.8% |
| 10Y | +383.3% | +371.7% | +11.6% | +124.5% |
| All | +383.3% | +366.6% | +16.7% | +124.5% |
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