+401.5%
TPR vs SONY
+59.2%
+342.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.3% |
| 7D | +14.2% | +6.7% | +7.5% | +11.7% |
| 30D | +17.1% | +14.8% | +2.3% | +11.7% |
| 3M | -17.7% | +16.9% | -34.6% | -22.0% |
| 6M | -10.2% | +30.2% | -40.4% | -18.4% |
| YTD | +4.9% | +5.5% | -0.6% | +1.9% |
| 1Y | +36.1% | -4.6% | +40.7% | +36.3% |
| All | +401.5% | +59.2% | +342.3% | +332.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling