-18.7%
TSN vs SONY
+9.6%
-28.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | +3.0% | -2.7% | +5.7% | +3.4% |
| 30D | -4.2% | +1.5% | -5.7% | -4.4% |
| 3M | -3.9% | +13.0% | -16.9% | -5.7% |
| 6M | -9.8% | +11.2% | -21.1% | -11.5% |
| YTD | -7.3% | -6.6% | -0.6% | -6.7% |
| 1Y | -2.2% | -18.1% | +15.9% | +0.1% |
| 3Y | +11.9% | +42.1% | -30.2% | +3.5% |
| All | -18.7% | +9.6% | -28.4% | -24.6% |
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