-97.2%
TSLQ vs SONY
+48.4%
-145.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | -0.2% |
| 7D | -8.0% | -4.9% | -3.1% | -12.1% |
| 30D | -23.8% | -1.6% | -22.2% | -24.9% |
| 3M | -7.0% | +10.0% | -17.0% | +1.7% |
| 6M | -17.1% | +8.4% | -25.5% | -9.0% |
| YTD | +0.1% | -8.4% | +8.5% | -6.9% |
| 1Y | -51.2% | -18.4% | -32.8% | -58.6% |
| 3Y | -95.9% | +41.0% | -136.9% | -93.1% |
| All | -97.2% | +48.4% | -145.7% | -95.0% |
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