-37.7%
TSLL vs SONY
+11.4%
-49.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -11.2% |
| 7D | +1.9% | -1.2% | +3.1% | +2.4% |
| 30D | +17.8% | +9.4% | +8.3% | +13.8% |
| 3M | -37.0% | +10.5% | -47.5% | -39.6% |
| 6M | -37.7% | +11.7% | -49.4% | -39.3% |
| All | -37.7% | +11.4% | -49.1% | -39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling