-51.7%
TSLL vs SONY
+61.9%
-113.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +2.1% |
| 7D | -11.0% | +5.2% | -16.2% | -17.3% |
| 30D | -5.3% | +10.7% | -16.0% | -17.1% |
| 3M | +20.8% | +12.1% | +8.7% | +3.2% |
| 6M | -36.0% | +32.6% | -68.6% | -55.9% |
| YTD | -47.3% | +4.3% | -51.6% | -52.6% |
| 1Y | -48.4% | -4.5% | -43.9% | -48.9% |
| 3Y | -5.4% | +56.9% | -62.3% | -43.8% |
| All | -51.7% | +61.9% | -113.6% | -71.3% |
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