-39.5%
TRMB vs SONY
+8.8%
-48.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -5.4% | -5.8% | +0.3% | -2.8% |
| 30D | -2.0% | -0.4% | -1.6% | -1.9% |
| 3M | +12.3% | +13.3% | -1.0% | +5.4% |
| 6M | -17.6% | +8.5% | -26.1% | -21.6% |
| YTD | -27.5% | -8.1% | -19.3% | -25.2% |
| 1Y | -29.1% | -17.9% | -11.2% | -22.8% |
| 3Y | +11.5% | +41.4% | -29.9% | -13.0% |
| 5Y | -39.5% | +9.3% | -48.7% | -46.9% |
| All | -39.5% | +8.8% | -48.2% | -46.9% |
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