-49.7%
TSLQ vs SONY
-10.8%
-38.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.6% | +13.6% | +11.2% |
| 7D | -5.8% | -1.2% | -4.6% | -6.3% |
| 30D | -22.1% | +9.4% | -31.5% | -18.2% |
| 3M | +10.1% | +10.5% | -0.4% | +16.9% |
| 6M | -6.8% | +11.7% | -18.5% | +1.6% |
| YTD | +8.5% | -4.1% | +12.6% | +4.8% |
| 1Y | -49.7% | -11.8% | -37.9% | -58.1% |
| All | -49.7% | -10.8% | -38.9% | -58.1% |
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 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