+1,282.5%
TSEM vs SONY
+293.1%
+989.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +0.9% |
| 7D | -4.9% | -2.7% | -2.2% | -3.7% |
| 30D | -18.7% | +1.5% | -20.3% | -19.5% |
| 3M | -18.1% | +13.0% | -31.1% | -24.0% |
| 6M | +77.1% | +11.2% | +65.9% | +66.3% |
| YTD | +80.1% | -6.6% | +86.8% | +82.9% |
| 1Y | +220.4% | -18.1% | +238.5% | +245.6% |
| 3Y | +650.1% | +42.1% | +608.0% | +509.4% |
| 5Y | +628.9% | +11.0% | +617.8% | +558.7% |
| All | +1,282.5% | +293.1% | +989.4% | +597.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling