+420.9%
TTD vs SONY
+330.5%
+90.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +0.4% |
| 7D | +21.3% | +0.3% | +21.0% | +21.0% |
| 30D | +28.7% | +11.1% | +17.6% | +19.7% |
| 3M | +7.7% | +14.7% | -7.0% | -2.0% |
| 6M | -23.5% | +18.8% | -42.3% | -32.7% |
| YTD | -58.7% | +5.7% | -64.4% | -61.4% |
| 1Y | -63.4% | -8.1% | -55.4% | -62.3% |
| 3Y | -75.3% | +64.0% | -139.3% | -85.4% |
| 5Y | -84.4% | +12.6% | -97.0% | -87.3% |
| 10Y | +516.1% | +373.8% | +142.3% | +124.6% |
| All | +420.9% | +330.5% | +90.5% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling