+10.7%
TTMI vs SONY
-6.4%
+17.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.2% | -12.3% | -9.5% |
| 7D | -19.2% | +2.9% | -22.1% | -18.5% |
| 30D | -44.9% | +10.2% | -55.1% | -43.9% |
| 3M | -44.7% | +16.1% | -60.8% | -44.0% |
| 6M | -53.4% | +32.1% | -85.5% | -55.9% |
| YTD | +6.3% | +1.4% | +5.0% | +14.6% |
| 1Y | +10.7% | -7.0% | +17.7% | +31.4% |
| All | +10.7% | -6.4% | +17.1% | +31.4% |
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 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