-18.4%
TSLL vs SONY
+57.9%
-76.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.0% | +10.6% | +10.4% |
| 7D | -21.2% | +6.7% | -27.9% | -27.6% |
| 30D | -13.3% | +14.8% | -28.1% | -26.7% |
| 3M | +15.4% | +16.9% | -1.5% | -5.3% |
| 6M | -34.2% | +30.2% | -64.5% | -54.1% |
| YTD | -52.9% | +5.5% | -58.4% | -57.6% |
| 1Y | -54.3% | -4.6% | -49.8% | -53.6% |
| 3Y | -18.4% | +57.2% | -75.6% | -53.4% |
| All | -18.4% | +57.9% | -76.3% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling