+11.5%
TPR vs SONY
-18.6%
+30.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -5.1% | -5.8% | +0.6% | -3.5% |
| 30D | -27.6% | -0.4% | -27.2% | -27.5% |
| 3M | -17.5% | +13.3% | -30.8% | -20.4% |
| 6M | -21.3% | +8.5% | -29.8% | -24.1% |
| YTD | -8.5% | -8.1% | -0.3% | -10.0% |
| 1Y | +11.5% | -17.9% | +29.4% | +12.8% |
| All | +11.5% | -18.6% | +30.0% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling