-55.4%
TSLL vs SONY
+48.9%
-104.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -10.2% |
| 7D | +1.9% | -1.2% | +3.1% | +3.2% |
| 30D | +17.8% | +9.4% | +8.3% | +6.8% |
| 3M | -37.0% | +10.5% | -47.5% | -44.3% |
| 6M | -37.7% | +11.7% | -49.4% | -46.5% |
| YTD | -51.4% | -4.1% | -47.3% | -50.6% |
| 1Y | -23.4% | -11.8% | -11.6% | -14.6% |
| 3Y | -30.8% | +45.9% | -76.7% | -53.8% |
| All | -55.4% | +48.9% | -104.3% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling