-20.8%
TSLL vs SONY
-16.9%
-3.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -4.2% | +12.1% | +10.0% |
| 7D | +5.8% | -5.2% | +10.9% | +8.6% |
| 30D | +21.7% | +0.3% | +21.4% | +20.9% |
| 3M | -28.2% | +6.2% | -34.5% | -31.4% |
| 6M | -29.5% | +9.5% | -39.0% | -34.9% |
| YTD | -47.5% | -8.1% | -39.5% | -43.3% |
| 1Y | -20.8% | -17.9% | -2.9% | +0.6% |
| All | -20.8% | -16.9% | -3.9% | +0.6% |
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 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