-84.0%
TTD vs SONY
+39.5%
-123.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -4.6% | -4.9% | +0.3% | -3.9% |
| 30D | +3.7% | -1.6% | +5.3% | +3.9% |
| 3M | -30.2% | +10.0% | -40.2% | -31.4% |
| 6M | -51.4% | +8.4% | -59.8% | -52.2% |
| YTD | -63.4% | -8.4% | -55.0% | -63.0% |
| 1Y | -73.5% | -18.4% | -55.2% | -72.7% |
| All | -84.0% | +39.5% | -123.5% | -85.1% |
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