+285.0%
TSM vs SONY
+9.8%
+275.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +4.8% | -4.9% | +9.7% | +7.2% |
| 30D | +4.0% | -1.6% | +5.6% | +4.5% |
| 3M | +2.0% | +10.0% | -8.0% | -3.9% |
| 6M | +25.5% | +8.4% | +17.1% | +18.4% |
| YTD | +44.0% | -8.4% | +52.4% | +48.4% |
| 1Y | +75.4% | -18.4% | +93.8% | +91.6% |
| 3Y | +406.7% | +41.0% | +365.8% | +293.7% |
| 5Y | +285.0% | +9.3% | +275.7% | +238.8% |
| All | +285.0% | +9.8% | +275.2% | +238.8% |
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