-29.4%
TSCO vs SONY
-6.4%
-23.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.7% |
| 7D | +15.7% | +2.9% | +12.8% | +14.9% |
| 30D | +16.4% | +10.2% | +6.2% | +14.2% |
| 3M | +11.2% | +16.1% | -4.9% | +8.0% |
| 6M | +14.9% | +32.1% | -17.2% | +7.7% |
| YTD | -25.4% | +1.4% | -26.8% | -27.1% |
| 1Y | -29.4% | -7.0% | -22.4% | -30.2% |
| All | -29.4% | -6.4% | -23.0% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling