+829.0%
TTMI vs SONY
+9.6%
+819.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +2.8% |
| 7D | +0.7% | -2.7% | +3.4% | +1.6% |
| 30D | -8.4% | +1.5% | -10.0% | -9.2% |
| 3M | -32.5% | +13.0% | -45.5% | -36.7% |
| 6M | +32.5% | +11.2% | +21.3% | +24.8% |
| YTD | +83.2% | -6.6% | +89.9% | +85.2% |
| 1Y | +161.7% | -18.1% | +179.8% | +181.0% |
| 3Y | +890.1% | +42.1% | +848.1% | +715.3% |
| All | +829.0% | +9.6% | +819.4% | +706.7% |
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 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