+122.7%
TT vs SONY
+41.5%
+81.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.6% |
| 7D | +1.6% | -5.2% | +6.7% | +2.8% |
| 30D | -7.3% | +0.3% | -7.6% | -7.5% |
| 3M | -2.6% | +6.2% | -8.8% | -4.2% |
| 6M | +5.9% | +9.5% | -3.6% | +2.8% |
| YTD | +15.4% | -8.1% | +23.5% | +17.4% |
| 1Y | +8.2% | -17.9% | +26.2% | +13.2% |
| 3Y | +122.7% | +41.5% | +81.2% | +92.6% |
| All | +122.7% | +41.5% | +81.2% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling