+3,117.7%
TRMB vs SONY
+611.8%
+2,505.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.9% |
| 7D | +2.8% | +0.3% | +2.6% | +2.7% |
| 30D | -5.9% | +11.1% | -17.0% | -9.6% |
| 3M | -3.3% | +14.7% | -18.0% | -8.3% |
| 6M | +1.3% | +18.8% | -17.4% | -5.3% |
| YTD | -29.0% | +5.7% | -34.7% | -31.3% |
| 1Y | -27.8% | -8.1% | -19.7% | -26.7% |
| 3Y | +36.3% | +64.0% | -27.7% | +10.9% |
| 5Y | -35.8% | +12.6% | -48.5% | -40.7% |
| 10Y | +103.1% | +373.8% | -270.7% | +14.3% |
| All | +3,117.7% | +611.8% | +2,505.9% | +1,531.0% |
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