+750.0%
TT vs SONY
+363.0%
+387.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +3.5% | +2.1% | +1.4% | +2.6% |
| 30D | -11.0% | +9.2% | -20.2% | -13.9% |
| 3M | -12.0% | +12.2% | -24.2% | -15.8% |
| 6M | -10.4% | +24.4% | -34.9% | -17.9% |
| YTD | +9.9% | +3.5% | +6.5% | +7.2% |
| 1Y | +1.5% | -9.2% | +10.6% | +3.5% |
| 3Y | +93.7% | +55.6% | +38.1% | +58.2% |
| 5Y | +139.2% | +12.0% | +127.3% | +115.5% |
| All | +750.0% | +363.0% | +387.0% | +396.4% |
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