+850.1%
TRGP vs SONY
+293.1%
+557.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | +0.1% | -2.7% | +2.8% | +1.1% |
| 30D | +8.0% | +1.5% | +6.5% | +7.2% |
| 3M | +8.3% | +13.0% | -4.7% | +2.3% |
| 6M | +23.9% | +11.2% | +12.7% | +17.0% |
| YTD | +59.6% | -6.6% | +66.3% | +61.7% |
| 1Y | +79.4% | -18.1% | +97.6% | +91.8% |
| 3Y | +269.4% | +42.1% | +227.4% | +198.9% |
| 5Y | +641.6% | +11.0% | +630.6% | +555.7% |
| All | +850.1% | +293.1% | +557.1% | +446.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling