-52.7%
TSLL vs SONY
+44.9%
-97.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | -0.7% |
| 7D | +6.1% | -2.7% | +8.8% | +8.6% |
| 30D | +20.6% | +1.5% | +19.1% | +17.8% |
| 3M | -25.4% | +13.0% | -38.4% | -36.5% |
| 6M | -34.2% | +11.2% | -45.4% | -43.6% |
| YTD | -48.4% | -6.6% | -41.8% | -46.3% |
| 1Y | -30.8% | -18.1% | -12.7% | -16.2% |
| 3Y | -37.4% | +42.1% | -79.5% | -57.3% |
| All | -52.7% | +44.9% | -97.6% | -67.5% |
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