-80.8%
TTD vs SONY
+8.8%
-89.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -7.4% | -5.8% | -1.7% | -4.2% |
| 30D | +3.0% | -0.4% | +3.4% | +3.2% |
| 3M | -27.6% | +13.3% | -40.9% | -33.3% |
| 6M | -49.5% | +8.5% | -58.0% | -52.7% |
| YTD | -63.2% | -8.1% | -55.1% | -62.0% |
| 1Y | -69.7% | -17.9% | -51.8% | -66.5% |
| 3Y | -83.3% | +41.4% | -124.8% | -89.7% |
| 5Y | -80.8% | +9.3% | -90.1% | -83.2% |
| All | -80.8% | +8.8% | -89.6% | -83.2% |
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