+47,655.7%
TSCO vs SONY
+431.6%
+47,224.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | -3.1% | -5.8% | +2.6% | -1.7% |
| 30D | -4.4% | -0.4% | -4.0% | -4.3% |
| 3M | +9.7% | +13.3% | -3.6% | +5.9% |
| 6M | -32.4% | +8.5% | -40.9% | -34.1% |
| YTD | -31.7% | -8.1% | -23.5% | -30.7% |
| 1Y | -41.3% | -17.9% | -23.4% | -38.9% |
| 3Y | -18.3% | +41.4% | -59.8% | -27.5% |
| 5Y | -10.3% | +9.3% | -19.5% | -16.2% |
| 10Y | +188.5% | +283.0% | -94.5% | +90.0% |
| All | +47,655.7% | +431.6% | +47,224.1% | +5,148.0% |
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