+8,398.6%
TPR vs SONY
+65.1%
+8,333.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.2% |
| 7D | +14.2% | +6.7% | +7.5% | +11.2% |
| 30D | +17.1% | +14.8% | +2.3% | +10.5% |
| 3M | -17.7% | +16.9% | -34.6% | -23.0% |
| 6M | -10.2% | +30.2% | -40.4% | -20.3% |
| YTD | +4.9% | +5.5% | -0.6% | +1.6% |
| 1Y | +36.1% | -4.6% | +40.7% | +37.0% |
| 3Y | +416.5% | +57.2% | +359.2% | +309.5% |
| 5Y | +254.8% | +12.1% | +242.7% | +222.2% |
| 10Y | +391.7% | +361.6% | +30.2% | +149.1% |
| All | +8,398.6% | +65.1% | +8,333.5% | +3,838.7% |
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