+459.4%
TTMI vs SONY
+27.3%
+432.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.2% | +7.2% | +5.0% |
| 7D | +12.2% | -5.2% | +17.3% | +14.9% |
| 30D | -5.7% | +0.3% | -6.0% | -6.3% |
| 3M | -27.5% | +6.2% | -33.7% | -31.3% |
| 6M | +47.1% | +9.5% | +37.6% | +37.2% |
| YTD | +87.5% | -8.1% | +95.5% | +89.6% |
| 1Y | +175.2% | -17.9% | +193.1% | +194.7% |
| 3Y | +901.9% | +41.5% | +860.4% | +690.6% |
| 5Y | +843.5% | +11.8% | +831.6% | +718.2% |
| 10Y | +1,077.0% | +275.4% | +801.6% | +415.5% |
| All | +459.4% | +27.3% | +432.1% | +451.4% |
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