+84.4%
TSM vs SONY
-10.8%
+95.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.2% |
| 7D | +2.7% | -1.2% | +3.9% | +3.0% |
| 30D | +3.6% | +9.4% | -5.8% | +1.2% |
| 3M | -3.4% | +10.5% | -13.9% | -5.9% |
| 6M | +20.6% | +11.7% | +8.9% | +16.3% |
| YTD | +41.9% | -4.1% | +45.9% | +47.2% |
| 1Y | +84.4% | -11.8% | +96.2% | +103.5% |
| All | +84.4% | -10.8% | +95.2% | +103.5% |
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 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