-48.9%
TSLL vs SONY
+60.6%
-109.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.6% |
| 7D | +0.5% | +2.1% | -1.6% | -3.7% |
| 30D | +2.7% | +9.2% | -6.5% | -9.0% |
| 3M | +26.3% | +12.2% | +14.1% | +7.7% |
| 6M | -37.2% | +24.4% | -61.6% | -53.6% |
| YTD | -44.2% | +3.5% | -47.7% | -49.5% |
| 1Y | -44.0% | -9.2% | -34.8% | -40.9% |
| 3Y | 0.0% | +55.6% | -55.6% | -40.1% |
| All | -48.9% | +60.6% | -109.5% | -69.4% |
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