+271.5%
TRGP vs SONY
+40.0%
+231.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -0.6% | -5.8% | +5.2% | +0.5% |
| 30D | +10.0% | -0.4% | +10.3% | +9.9% |
| 3M | +7.6% | +13.3% | -5.7% | +4.7% |
| 6M | +26.8% | +8.5% | +18.3% | +24.2% |
| YTD | +60.6% | -8.1% | +68.7% | +63.9% |
| 1Y | +82.5% | -17.9% | +100.4% | +92.0% |
| All | +271.5% | +40.0% | +231.6% | +248.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling