+1.4%
TT vs SONY
-12.1%
+13.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | +3.5% | +2.1% | +1.4% | +3.3% |
| 30D | -11.0% | +9.2% | -20.2% | -12.1% |
| 3M | -12.0% | +12.2% | -24.2% | -13.5% |
| 6M | -10.4% | +24.4% | -34.9% | -14.1% |
| YTD | +9.9% | +3.5% | +6.5% | +13.1% |
| All | +1.4% | -12.1% | +13.5% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling