+645.9%
TRGP vs SONY
+8.8%
+637.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -0.6% | -5.8% | +5.2% | +1.1% |
| 30D | +10.0% | -0.4% | +10.3% | +9.9% |
| 3M | +7.6% | +13.3% | -5.7% | +3.3% |
| 6M | +26.8% | +8.5% | +18.3% | +22.8% |
| YTD | +60.6% | -8.1% | +68.7% | +63.8% |
| 1Y | +82.5% | -17.9% | +100.4% | +93.0% |
| 3Y | +265.0% | +41.4% | +223.6% | +214.6% |
| 5Y | +645.9% | +9.3% | +636.6% | +573.9% |
| All | +645.9% | +8.8% | +637.1% | +573.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling