+7,716.4%
TPR vs SONY
+50.2%
+7,666.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.7% |
| 7D | -2.3% | -1.2% | -1.1% | -1.8% |
| 30D | -23.0% | +9.4% | -32.4% | -25.9% |
| 3M | -12.5% | +10.5% | -23.0% | -16.5% |
| 6M | -21.4% | +11.7% | -33.1% | -25.5% |
| YTD | -3.5% | -4.1% | +0.6% | -2.8% |
| 1Y | +17.4% | -11.8% | +29.1% | +21.7% |
| 3Y | +291.3% | +45.9% | +245.4% | +219.6% |
| 5Y | +241.9% | +16.3% | +225.6% | +205.7% |
| 10Y | +322.7% | +297.6% | +25.1% | +127.2% |
| All | +7,716.4% | +50.2% | +7,666.2% | +3,670.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling