+2,664.3%
TSLA vs SONY
+293.1%
+2,371.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.5% |
| 7D | +3.2% | -2.7% | +5.9% | +4.7% |
| 30D | +11.6% | +1.5% | +10.1% | +10.2% |
| 3M | -8.4% | +13.0% | -21.4% | -16.2% |
| 6M | -10.4% | +11.2% | -21.6% | -17.8% |
| YTD | -18.7% | -6.6% | -12.1% | -17.1% |
| 1Y | -0.9% | -18.1% | +17.2% | +9.5% |
| 3Y | +33.6% | +42.1% | -8.5% | +1.9% |
| 5Y | +48.9% | +11.0% | +37.9% | +32.4% |
| All | +2,664.3% | +293.1% | +2,371.2% | +1,351.6% |
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