-46.0%
TSLL vs SONY
-6.4%
-39.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.2% | -8.5% | -7.0% |
| 7D | -9.4% | +2.9% | -12.3% | -10.2% |
| 30D | +1.6% | +10.2% | -8.7% | -2.1% |
| 3M | +29.4% | +16.1% | +13.3% | +21.4% |
| 6M | -20.1% | +32.1% | -52.3% | -32.3% |
| YTD | -44.5% | +1.4% | -45.9% | -45.3% |
| 1Y | -46.0% | -7.0% | -39.0% | -43.2% |
| All | -46.0% | -6.4% | -39.6% | -43.2% |
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