+361.1%
TTD vs SONY
+272.7%
+88.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -4.6% | -4.9% | +0.3% | -1.4% |
| 30D | +3.7% | -1.6% | +5.3% | +4.6% |
| 3M | -30.2% | +10.0% | -40.2% | -35.2% |
| 6M | -51.4% | +8.4% | -59.8% | -55.0% |
| YTD | -63.4% | -8.4% | -55.0% | -62.3% |
| 1Y | -73.5% | -18.4% | -55.2% | -70.6% |
| 3Y | -83.5% | +41.0% | -124.4% | -89.2% |
| 5Y | -80.9% | +9.3% | -90.2% | -84.2% |
| All | +361.1% | +272.7% | +88.4% | +92.7% |
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