-68.3%
TTD vs SONY
-16.9%
-51.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.4% |
| 7D | -0.6% | -2.7% | +2.1% | -0.3% |
| 30D | +6.3% | +1.5% | +4.8% | +6.2% |
| 3M | -24.1% | +13.0% | -37.1% | -25.7% |
| 6M | -47.4% | +11.2% | -58.6% | -48.3% |
| YTD | -62.2% | -6.6% | -55.6% | -61.0% |
| 1Y | -68.3% | -18.1% | -50.2% | -65.6% |
| All | -68.3% | -16.9% | -51.4% | -65.6% |
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 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