-95.4%
TSLQ vs SONY
+40.0%
-135.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.7% |
| 7D | +5.7% | -5.8% | +11.5% | -0.5% |
| 30D | -21.1% | -0.4% | -20.7% | -21.4% |
| 3M | -11.5% | +13.3% | -24.8% | +0.6% |
| 6M | -14.9% | +8.5% | -23.4% | -5.9% |
| YTD | +2.4% | -8.1% | +10.5% | -6.4% |
| 1Y | -49.8% | -17.9% | -31.9% | -58.9% |
| All | -95.4% | +40.0% | -135.3% | -91.5% |
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