+8,579.1%
TPR vs SONY
+63.4%
+8,515.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +12.1% | +5.2% | +6.9% | +9.8% |
| 30D | +16.7% | +10.7% | +5.9% | +11.8% |
| 3M | -17.4% | +12.1% | -29.5% | -21.3% |
| 6M | +2.3% | +32.6% | -30.3% | -10.1% |
| YTD | +7.1% | +4.3% | +2.8% | +4.2% |
| 1Y | +29.5% | -4.5% | +34.0% | +30.3% |
| 3Y | +415.0% | +56.9% | +358.2% | +310.0% |
| 5Y | +261.5% | +12.5% | +249.0% | +227.8% |
| 10Y | +383.3% | +371.7% | +11.6% | +142.9% |
| All | +8,579.1% | +63.4% | +8,515.7% | +3,940.8% |
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 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