+13,634.3%
TSM vs SONY
+210.8%
+13,423.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.6% |
| 7D | +2.7% | -1.2% | +3.9% | +3.3% |
| 30D | +3.6% | +9.4% | -5.8% | -1.1% |
| 3M | -3.4% | +10.5% | -13.9% | -8.9% |
| 6M | +20.6% | +11.7% | +8.9% | +12.5% |
| YTD | +41.9% | -4.1% | +45.9% | +42.1% |
| 1Y | +84.4% | -11.8% | +96.2% | +91.7% |
| 3Y | +380.2% | +45.9% | +334.3% | +281.4% |
| 5Y | +275.3% | +16.3% | +259.0% | +229.9% |
| 10Y | +1,751.4% | +297.6% | +1,453.8% | +753.3% |
| All | +13,634.3% | +210.8% | +13,423.5% | +5,255.1% |
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