-97.2%
TSLQ vs SONY
+51.4%
-148.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | +0.4% |
| 7D | -6.6% | -2.7% | -3.9% | -9.1% |
| 30D | -24.3% | +1.5% | -25.8% | -23.3% |
| 3M | -3.6% | +13.0% | -16.6% | +7.7% |
| 6M | -12.0% | +11.2% | -23.2% | -1.0% |
| YTD | +1.4% | -6.6% | +8.0% | -4.0% |
| 1Y | -43.6% | -18.1% | -25.4% | -52.3% |
| 3Y | -95.4% | +42.1% | -137.5% | -92.1% |
| All | -97.2% | +51.4% | -148.5% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling