+1,757.2%
TSM vs SONY
+286.8%
+1,470.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +2.6% | -5.8% | +8.4% | +5.4% |
| 30D | +1.4% | -0.4% | +1.8% | +1.3% |
| 3M | +5.0% | +13.3% | -8.3% | -2.2% |
| 6M | +24.0% | +8.5% | +15.5% | +17.3% |
| YTD | +41.6% | -8.1% | +49.7% | +45.0% |
| 1Y | +66.2% | -17.9% | +84.1% | +79.2% |
| 3Y | +398.2% | +41.4% | +356.8% | +300.9% |
| 5Y | +277.6% | +9.3% | +268.3% | +239.0% |
| All | +1,757.2% | +286.8% | +1,470.3% | +990.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling