+306.7%
TPR vs SONY
+276.5%
+30.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -7.3% | -4.9% | -2.4% | -4.9% |
| 30D | -30.7% | -1.6% | -29.1% | -30.2% |
| 3M | -21.6% | +10.0% | -31.6% | -25.8% |
| 6M | -21.3% | +8.4% | -29.7% | -25.3% |
| YTD | -10.2% | -8.4% | -1.7% | -7.1% |
| 1Y | +9.5% | -18.4% | +27.9% | +19.3% |
| 3Y | +280.8% | +41.0% | +239.8% | +195.3% |
| 5Y | +218.7% | +9.3% | +209.4% | +180.0% |
| 10Y | +306.7% | +281.7% | +25.0% | +110.4% |
| All | +306.7% | +276.5% | +30.2% | +110.4% |
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