+736.3%
TT vs SONY
+373.2%
+363.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.9% |
| 7D | +4.0% | +0.3% | +3.8% | +3.9% |
| 30D | -11.3% | +11.1% | -22.4% | -14.7% |
| 3M | -12.3% | +14.7% | -26.9% | -16.6% |
| 6M | -10.8% | +18.8% | -29.6% | -16.8% |
| YTD | +8.2% | +5.7% | +2.4% | +4.7% |
| 1Y | +1.5% | -8.1% | +9.5% | +3.2% |
| 3Y | +91.5% | +64.0% | +27.5% | +53.5% |
| 5Y | +130.2% | +12.6% | +117.6% | +107.0% |
| All | +736.3% | +373.2% | +363.1% | +384.9% |
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