+12,702.2%
TSM vs SONY
+242.6%
+12,459.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.4% |
| 7D | +6.2% | +0.3% | +5.9% | +6.0% |
| 30D | -7.3% | +11.1% | -18.4% | -12.6% |
| 3M | -7.1% | +14.7% | -21.8% | -14.3% |
| 6M | +0.2% | +18.8% | -18.5% | -9.9% |
| YTD | +32.2% | +5.7% | +26.5% | +24.9% |
| 1Y | +42.8% | -8.1% | +50.8% | +44.2% |
| 3Y | +330.4% | +64.0% | +266.4% | +219.8% |
| 5Y | +263.9% | +12.6% | +251.3% | +221.7% |
| 10Y | +1,580.2% | +373.8% | +1,206.4% | +604.0% |
| All | +12,702.2% | +242.6% | +12,459.6% | +4,607.1% |
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