+148.2%
TT vs SONY
+9.8%
+138.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.4% | -4.9% | +6.3% | +2.9% |
| 30D | -6.7% | -1.6% | -5.1% | -6.3% |
| 3M | -5.4% | +10.0% | -15.4% | -8.7% |
| 6M | +4.4% | +8.4% | -4.0% | +0.8% |
| YTD | +14.9% | -8.4% | +23.4% | +17.3% |
| 1Y | +9.3% | -18.4% | +27.6% | +15.5% |
| 3Y | +121.7% | +41.0% | +80.8% | +87.3% |
| 5Y | +148.2% | +9.3% | +138.9% | +122.2% |
| All | +148.2% | +9.8% | +138.3% | +122.2% |
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