+33.3%
TPR vs SONY
-11.1%
+44.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.8% |
| 7D | -1.1% | -3.2% | +2.0% | +0.1% |
| 30D | +15.1% | +9.6% | +5.5% | +11.6% |
| 3M | -13.4% | +13.3% | -26.7% | -17.0% |
| 6M | +1.4% | +20.3% | -19.0% | -4.8% |
| YTD | +4.8% | +4.1% | +0.6% | -0.3% |
| All | +33.3% | -11.1% | +44.5% | +30.2% |
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