+239.1%
TPR vs SONY
+11.4%
+227.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.2% | +0.5% | -1.8% |
| 7D | -3.4% | -5.2% | +1.8% | -1.0% |
| 30D | -27.3% | +0.3% | -27.6% | -27.5% |
| 3M | -16.2% | +6.2% | -22.5% | -19.0% |
| 6M | -17.9% | +9.5% | -27.4% | -22.0% |
| YTD | -7.1% | -8.1% | +1.0% | -4.3% |
| 1Y | +13.6% | -17.9% | +31.5% | +22.7% |
| 3Y | +293.7% | +41.5% | +252.2% | +207.2% |
| 5Y | +239.1% | +11.8% | +227.3% | +181.9% |
| All | +239.1% | +11.4% | +227.7% | +181.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling