+172.6%
TTMI vs SONY
-10.8%
+183.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.5% | +8.9% |
| 7D | +5.9% | -1.2% | +7.0% | +5.9% |
| 30D | -4.3% | +9.4% | -13.8% | -5.0% |
| 3M | -32.0% | +10.5% | -42.5% | -31.6% |
| 6M | +19.5% | +11.7% | +7.8% | +16.9% |
| YTD | +82.0% | -4.1% | +86.1% | +88.4% |
| 1Y | +172.6% | -11.8% | +184.4% | +213.6% |
| All | +172.6% | -10.8% | +183.4% | +213.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling