+154.4%
TRV vs SONY
+7.9%
+146.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -1.5% | -5.8% | +4.3% | -0.7% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | +21.6% | +13.3% | +8.3% | +19.5% |
| 6M | +22.5% | +8.5% | +14.0% | +20.8% |
| YTD | +28.1% | -8.1% | +36.3% | +29.2% |
| 1Y | +37.0% | -17.9% | +54.9% | +40.1% |
| 3Y | +141.9% | +41.4% | +100.4% | +128.0% |
| All | +154.4% | +7.9% | +146.5% | +143.0% |
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 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