-75.3%
TTD vs SONY
+63.5%
-138.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +1.1% |
| 7D | +21.3% | +0.3% | +21.0% | +21.2% |
| 30D | +28.7% | +11.1% | +17.6% | +26.5% |
| 3M | +7.7% | +14.7% | -7.0% | +5.4% |
| 6M | -23.5% | +18.8% | -42.3% | -25.9% |
| YTD | -58.7% | +5.7% | -64.4% | -59.2% |
| 1Y | -63.4% | -8.1% | -55.4% | -62.9% |
| 3Y | -75.3% | +64.0% | -139.3% | -78.8% |
| All | -75.3% | +63.5% | -138.8% | -78.8% |
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